The emphasis on efficient markets has led to a lack of tools to detect, present and respond to periods when a market becomes temporarily inefficient. Iggaak works with Lusenn on the backtesting and on the Read more…
Iggaak took part to ActiveViam’s event “the Future of Analytics” in June 2021, explaining the objectives of a climate change credit risk model and how to onboard results with the Atoti+ analytics platform.
Iggaak presents modeling objectives, design choices and challenges at this PRMIA – Professional Risk Managers’ International Association event on the quantification of climate risk.
The Climate Extended Risk Model adapts well known credit risk models. It proposes a method to calculate incremental credit losses on a loan portfolio that are rooted into physical and transition risks. The document available Read more…
London, UK, September 21, 2020 – We are delighted to announce that Anne Gruz has joined Green RWA association as Head of Climate Financial Risk and member of the Executive Committee. Anne will be leading the Read more…
July 2nd 2020 – Iggaak is a contributor to Green RWA’s first White Paper regarding Green Finance and the role of the banks in the low carbon transition. How banks can save the planet! White Paper Read more…
Anne was a rates trader for 11 years for global banks and corporates. She then led product and financial engineering teams for a fintech company for 13 years. Anne is now President of her own consultancy, Iggaak, with a focus on financial markets, risk management and climate finance. Anne holds a double engineering degree from the Ecole Polytechnique and from MINES ParisTech.
Snow goggles (Inuktitut: ilgaak or iggaak, syllabics: ᐃᓪᒑᒃ or ᐃᒡᒑᒃ; Central Yupik: nigaugek, nigauget) are a type of eyewear traditionally used by the Inuit and the Yupik, formerly known as Eskimo, peoples of the Arctic to prevent snow blindness.
The goggles are traditionally made of driftwood (especially spruce), bone, walrus ivory, caribouantler, or in some cases seashore grass.
The increase of data is a challenge for mathematical models. Biology, physics, finance, economics and social sciences are each affected in their own way. Lusenn promotes the formulation and the use of probabilities in all these areas.
In finance, stochastic or local volatility models have been developed since the mid-1990s. They improve market analysis but come up against the multi-scale properties of the data they process. Lusenn creates models that capture such complicated multi-scale processes and make them applicable to derivatives pricing/hedging and to algorithmic trading.
ActiveViam has provided cutting-edge data analytics technology to leading companies since 2005. ActiveViam is the creator of ActivePivot, atoti and Atoti+.
Atoti+ is a unified platform for enterprise data analysis. It provides everything for data science, modelling, visualization and business dashboards, from early design and research up to apps in production.
Based on the proprietary ActivePivot technology, Atoti+ leverages Python and Java to streamline the design and development process.
Green RWA (Risk-Weighted Assets) is a non-profit association, rooted in the belief that climate transition will require the entire financial community to work in conjunction. The investments the OECD has identified to successfully achieve Net Zero Emissions by 2050 require banks to accelerate the green transition.
Green RWA is committed to this goal by working with financial institutions to optimise their climate risk capital budget. Rigorous analysis and open collaboration as well as employing open financial modelling can help institutions meet this goal.
Hiram Finance is a consulting firm specialising in financial markets which was founded in 1998.
The know-how covers financial engineering, risk management, internal audits and conformity, post-market activities and project management in finance. Hiram helps several financial firms in their regulatory, transformation, and development projects.
Ginini Antipode is a leading independent consulting firm for Consolidation and Controlling systems. The customers represent some of the largest companies in France, Italy and other European countries.
Ginini helps them by transferring its extensive expertise and assisting the Finance Departments in major transformative projects.