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.
Previous highest payment obligation of a single participant was $77 billion in size
Weighted average corporate borrower PD across countries climbed to 2.15%
CET1 ratio will be “at least” 12% for Q1
IM for futures and options hit $152.3 billion at end-December
Home government exposures up seven percentage points in 2020
Overall equity derivatives notionals at Goldman hit $2.08 trillion at end-2020
US Bancorp, PNC disclosed an increased reliance on short-term wholesale funding over the year
Written options notionals dropped 12% in aggregate
At Credit Suisse, SA-CCR RWAs increased 134%
Few lenders favour Monte Carlo or parametric methodologies
Esma researchers say carbon-intensive funds also pose more of a systemic risk