Louie Woodall is the editor of Risk Quantum. He was previously deputy editor for Risk.net's risk management desk, and before that covered equity derivatives and structured products for the derivatives desk.
Louie holds a bachelor’s degree in modern history and politics from the University of London.
Around 16% of the bank’s exposures were excluded from the ratio in Q4
Cash payments of initial margin and default fund contributions are typically placed with central banks
Advanced measurement approach is the preserve of large banks
Lenders less than $1 billion in size increased loans 16% over the quarter
Crédit Agricole, Deutsche Bank, Barclays, Commerzbank and Societe Generale account for 31% of total CVA across 135 banks
DB, HSBC, PNC, US Bancorp and TD Group saw their peak-to-trough CET1 ratio depletion increase most
Citi, Goldman, JP Morgan, Morgan Stanley all had projected post-stress SLRs below 5%
Greek banks are top beneficiaries of emergency measures
Dollar LCRs declined between March and June
NBFIs grew 8.9% last year
Substantial differences found at country level on degree of coverage ratio build
Banks gamble shrinking AFS portfolios will bring down stress capital buffer, G-Sib surcharge
“Conservative estimation” of market risk capital uplift averages 69%