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All case studies

FailureFinancial Services2021

Credit Suisse

Credit Suisse Archegos Capital Losses

Estimated impact: $5.5B

F33

Decision Quality Index

Critical — 5 biases detected, 1 toxic combinations

Credit Suisse lost $5.5 billion when family office Archegos Capital defaulted on margin calls from highly leveraged total return swap positions. Despite receiving multiple internal warnings about Archegos's concentrated exposure, the prime brokerage division chose to maintain the profitable relationship rather than reduce limits.

Decision context

Whether to enforce margin requirements and reduce exposure to Archegos Capital as the family office's concentrated leveraged positions grew beyond normal risk thresholds.

Deep hindsight-stripped analysis coming soon. This case is part of our ongoing backfill to reconstruct what the platform would have flagged at decision time. The summary and bias profile below are drawn from primary sources.

Biases present in the decision

★ Anchoring BiasStatus Quo BiasCognitive MiseringLoss AversionOverconfidence Bias

3D Decision Knowledge Graph

Credit Suisse — 5 biases, 1 toxic combination

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Decision

Critical

High

Medium

Toxic

Bias Intensity Profile

Severity × confidence across 5 detected biases

Toxic combinations

Status Quo Lock

Reference class base rates

Across all 146 curated case studies in our library:

90%

base failure rate

10%

base success rate

Lessons learned

Revenue anchoring causes relationship managers to underweight risk signals when a client is highly profitable.
Status quo bias in risk management means limits that should be tightened remain unchanged until it is too late.
When multiple banks have the same exposure, the first to act minimizes losses while the last absorbs the worst.

Source: Credit Suisse Special Committee Report on Archegos (2021); SEC complaint against Archegos principals (Case Study)

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Lessons learned

Revenue anchoring causes relationship managers to underweight risk signals when a client is highly profitable.

Status quo bias in risk management means limits that should be tightened remain unchanged until it is too late.

When multiple banks have the same exposure, the first to act minimizes losses while the last absorbs the worst.