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.
Risk-weighted assets for these exposures increased 44%
UK bank’s leverage ratio falls 30 basis points year-on-year
Banks cut interest rate swaps notionals by -18% year-on-year
US Treasuries held-for-trading soar 28% on Q4 2018
Number of backtesting exceptions pushed the bank’s VAR capital multiplier to 3.75
CET1 excess above institution-specific amounts slid 228bp at median G-Sib
Goldman Sachs lowered repo exposures 13% quarter-on-quarter
Almost 20% of derivatives notionals linked to retiring rate will expire post-2022
BNP Paribas only bank to improve RoRWA year-on-year