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.
Alle IBM Trainings finden in Kooperation mit unserem Partner esciris GmbH statt.
- 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
This intermediate course is aimed at finance individuals, including risk managers, investment managers, analysts, as well as data integrators and project team members.
You should have:
- Basic knowledge of financial modeling, risk measurement, and derivative finance
Das Training findet auf Deutsch statt.