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IBM Algorithmics Introduction to RiskWatch for Data Modelers and Integrators (G2001G)     » zur Seminarliste

RiskWatch is the core analytical engine within the Algo Market Analytics product, providing a complete set of methodologies to measure, monitor, simulate, and restructure risk. This one-day course is intended to provide participants with an overview of RiskWatch functionality, and hands-on experience with various methods of setting up and analyzing portfolios.

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Kurs-Id: IBM_G2001G

Seminarinhalt
  • Discuss the role of RiskWatch within Algo One
  • Differentiate between the types of data required for the RiskWatch environment
  • Confer about the concepts of Mark to Market and Mark to Future
  • Navigate through the various key aspects of the RiskWatch application
  • Develop a basic financial instrument with the associated models and risk factor "curves"
  • Recognize the construction of Portfolio hierarchy and build a portfolio of financial instruments
  • Design and develop risk factor curves and assess their applicability
  • Import Scenarios and Scenario Sets in RiskWatch
  • Practice within theStress Room with required attributes, including the use of simulation functions
  • Calculate Value-at-Risk (VaR) in RiskWatch using the Monte Carlo and Historical simulation methods
  • Aggregate portfolios by various single and multiple attributes
  • Build risk management reports on the portfolio
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Zielgruppe

This intermediate course is aimed at finance individuals, including risk managers, investment managers, analysts, as well as data integrators and project team members.

Vorkenntnisse

You should have:

  • Basic knowledge of financial modeling, risk measurement, and derivative finance
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Hinweis

Das Training findet auf Deutsch statt.