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.
Aggregate liquid assets increased 15% quarter on quarter
On-balance sheet exposures fall on Fed relief
In aggregate, US G-Sibs racked up 314 profit-making days over the quarter
Market RWAs jumped 129% over the first half
Only one in 10 banks’ internal tests are tougher than supervisor-run programmes
BNP Paribas set aside €532 million alone in H1
Of standardised approach government debt exposures, 24% had a zero risk-weighting in Q2
Regulator’s stress test results overshoot banks’ numbers, threatening capital plans
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