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.
UK firms benefit most from long-term guarantee and transitional benefits
Impairments estimated to cut 5.7% off of the banks’ aggregate CET1 capital ratio
HSBC saw exposures fall 2.81% in Q3
One Norwegian insurer had an add-on contributing 80% to their SCR
RBC faces C$551 million uplift alone
Under one stress scenario, BBB tranches could suffer losses
Should capital charges be calibrated to climate risk? European banks test the waters
Systemically important lenders face 622% increase in CVA RWAs; but effect could be less if existing exemptions are carried over
Real-time mark-to-market of portfolio should cut trading revenue volatility in future
Darker economic outlook justified a shift in ECL model weightings
Bank expects C$100m equity hit through introduction of IFRS 16
Total credit RWAs increase 3.2% from end-September 2018 to end-June 2019
Exposures to high-risk items across EU banking sector hit €97.2 billion
NY-based dealer makes $9.1bn trading revenue year-to-date to JP Morgan’s $18.7bn