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. In addition, Iggaak advised the bank on CVA/DVABasel IV regulatory developments.
Algorithmic Trading Financial Services
Algorithmic trading based on multi-scale analysis
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…