Front-Office/Risk
LIBOR Transition
Analytics/XVA/FRTB
Project strategy & governance
Summit (Finastra), ActivePivot (ActiveViam), Numerix OnveView
Measuring Tool/Model
Reporting Guidance
Transition Management
Iggaak acted as project manager on a large Front-to-Back Treasury Consolidation project, driving the pre-study to migrate the business from existing systems of key foreign entities into Summit.
As part of the development of the Investment Bank of a large public bancassurer, XVA materiality has been continuously increasing, leading the Bank to seek best practices in management, hedging and measurement of residual risks. Read more…
Iggaak assisted the asset management departement of a major State-owned banking group in exploring new systematic management strategies whose superiority is demonstrated via back testing over a simple passive holding of securities in proportion to 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 presented modeling objectives, design choices and challenges at this PRMIA – Professional Risk Managers’ International Association – event on the quantification of climate risk, with some excellent insights and pointers shared by co-panelists. Thank Read more…
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…
How banks can save the planet! White Paper Summary:The authors of this White Paper believe that regulated capitalism through banks, can contribute to free the planet from the deadly threat created by an extremely fast Read more…
ActiveViam delvelops innovative data analytics solutions for the financial services industry
Hiram Finance is a consulting firm specialising in financial markets which was founded in 1998.
Finance transformation projects impacting organizations, processes and tools, as well as in their day-to-day activities.
Accelerate the green transition by aiding banks to analyse/optimise climate risk capital budget through open collaboration
Promotes the formulation and the use of probabilities in finance via models applicable to pricing and hedging derivatives.
Vendor solutions (Summit, Sophis, Murex, Orchestrade, Front Arena, Adaptiv, and Active Pivot).
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.