G0202G IBM Algorithmics Modeling for Algo Scenario Engine

A continuazione troverai il programma di questo corso disegnato per migliorare le tue competenze e permetterti di realizzare gli obiettivi stabiliti. Modeling for Algo Scenario Engine™ is an advanced scenario generation application. It is an important part of integrated market and credit risk solutions. The scenarios created in ASE are based on historical time series data of observable market rates and prices. The scenarios generated by ASE are used for simulation and stress testing of portfolios. This course builds upon the Introduction to ASE. Upon successful completion of the course, the participant will be able to: Describe the Describe the databases within ASE and the role of each within AlgoOneIdentify elements in batch processing affecting scenario generationDemonstrate the creation of a single-step MonteCarlo scenario setDemonstrate the creation of a multi-step MonteCarlo scenario setConstruct conditional scenariosBuild Risk Neutral scenariosAssemble Standard Shift ScenariosUse the command line interface to ASE to facilitate data exportTransfer data between ASE and RWUse Algorithmics documentation to navigate ASE models and options