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.
Twelve basis point hit to CET1 capital ratio exceeds 7bp estimate
Top lenders outclass their host banking systems on NPL ratios
Pillar 2 capital add-ons are becoming increasingly elaborate
ECB cut risk-weights for Swedish and Norwegian commercial real estate to 50% at year-end
CLOs to suffer “severe corrections” under 2020 scenario
Interquartile distribution of VAR outputs highest for small banks, watchdog finds
Negative unjustified deviations in capital requirements most widespread for corporate portfolios
Fund investments make up 12% of exposures as of Q3 2019