Articles by Louie Woodall
Banks divided on op risk approaches
EU banks favour standardised approach, North American and Australian lenders the AMA
Travelers' capital hits three-year high
Lower level of statutory deductions boost year-end surplus
Japanese bank LCRs diverge in Q3
Median LCR falls to 135.6% at six large lenders
Nomura, MUFG curb derivatives exposures
Outstanding positions make up almost one-quarter of Nomura's total leverage exposure
Eyeing a better funding mix, Goldman gobbles up deposits
Diversified funding aids regulatory liquidity metrics
Standardised approaches lose out in FRTB update
Ratio of standardised approach to IMA capital estimated to increase
Fed shackles weigh on Wells Fargo
Total assets and risk-weighted assets down 3% on end-2017
A tale of two CCPs
Nasdaq and Ice breaches carry warnings for the market
Regulators demand action on rogue market risk models
Thirteen banks out of 49 face remedial action
EU banks bracing for Ibors' demise – EBA
Nine out of 10 firms working on how benchmark reform will affect existing contracts
Tools to blunt credit risk popular at EU banks. But why?
Just 1% to 5% of exposures covered by credit risk mitigants
EU banks punished over lowball credit risk estimates
Two of 17 firms facing follow-up inspections will be hit by capital add-ons
Soured loans set NordLB apart among Landesbanken
Troubled lender has €7 billion of defaulted 'specialised lending' corporate exposures
SwapClear compressed notional leaps 27% in 2018
$774 trillion of notionals compressed, up from $609 trillion in 2017
Credit data shines light on Banca Carige's woes
Banca Carige weighed down with non-performing exposures
Solvency II special measures boost EU insurers’ capital ratios
Median insurer's SCR ratio would be 24 percentage points lower without LTG and transitional benefits
Valuation model risk on the rise at EU banks
Over two-thirds of fair value assets priced using banks' models
FBOs get smaller, simpler and easier to resolve
Foreign bank IHCs have shrunk between 16% and 41% since Q3 2016
Many EU banks’ sovereign portfolios highly concentrated
Forty-eight lenders have more than three-quarters of sovereign risk allocated to home country
CME trims default fund in Q3
Non-interest rate futures and options default fund reduces by $3.7 billion
Bond trading dominates EU bank market risk
Traded debt position risk accounts for 60% of market risk capital requirements
Nordic banks shoulder weightiest capital buffers in EU
DNB Bank has 9.10% combined buffer, the largest of stress-tested banks
US banks pare reliance on unsecured funding
Average share of unsecured wholesale funding falls to 42% in a year