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.
Whipsawing markets help take three percentage points of the firm’s core solvency ratio
Probability of defaults for retail exposures edged up only slightly quarter-on-quarter
Though credit outlook has darkened, banks expect to increase lending overall
Suspension of capital multiplier contributes to £1.5 billion of RWA savings
Base case for 2020 now projects UK GDP to drop 10%
Loans moved into IFRS 9 stage two to reflect significant increase in credit risks
IFRS 9 transitional measures added 35bp to CET1 ratio
Level 3 derivatives assets increased 52% quarter-on-quarter
Billions of Tier 1 capital freed by tweak to ratio’s denominator
Bank of America and Morgan Stanley saw VAR levels surge over 50%
Loss reserves for credit cards spike to 10.49% of outstanding loans
US bank sees requirement hike 27% quarter-on-quarter
One-third of outstanding notes issued out of non-Libor countries
CCP members were able to meet massive margin calls in March. But could they do it again?