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 roll out of innovative trading algorithms.
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 on arxiv https://arxiv.org/abs/2103.03275 provides detailed description of the model hypothesis and steps. This work was 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 financial streams, including the foundational climate risk model, that Green RWA is pursuing to help 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 Summary:The authors of this White Paper believe that regulated capitalism through banks, can contribute to Read more…