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.
Eight per cent of real estate fund NAV may be withdrawn over a one-day period
Majority of non-financial counterparties are energy and power firms
Open interest in CDX contracts increased 78% in first nine months of 2019
Peak initial margin call was $9.9 billion in Q3
Initial margin for equity derivatives makes up 41% of total, down from 63% four years prior
Citi and Goldman expelled huge amounts of deposits in Q4 2017
Almost three-quarters of H1 2019 income came from gains on trading assets at French bank
Polish, Estonian and Romanian banks most exposed to home governments
Goldman Sachs reduced links with other financial firms the most in Q4 2018
Aggregate CET1 capital ratio headroom over hurdle rate improves by 50 basis points
Aggregate SCR ratio for life undertakings down 9%, Q2 2018–Q2 2019
US lenders make up 55% of exposures among global banks