IBM Algorithmics Real-Time Credit Engine (RTCE)

Digi Academy
A Milano

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Informazione importanti

  • Corso
  • Milano


Informazione importanti

Dove e quando

Inizio Luogo
Via Valtellina, 63, 20124, Milano, Italia
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· Requisiti



  • IBM Algorithmics Foundations of RiskWatch (G2000)
  • IBM Algorithmics Foundations of Risk and Financial Engineering Workbench (G1102)

This RTCE course assumes the learner to have a rudimentary knowledge of how financial instruments are modeled and simulated in RiskWatch or Risk and Financial Engineering Workbench.


Contenuti del corso

IBM Algorithmics Real-Time Credit Exposures for Credit Mangers (RTCE-CM) is a one-day, instructor-led course designed to provide introduction to the RTCE application. RTCE delivers sophisticated risk management in real-time accommodating front office decision support as well as middle office analysis and reporting. The application utilizes web-based work-spaces for limit and exposure monitoring as well as pricing trades. This one-day training program is designed to acquaint the credit manager, business analyst, technical analyst, as well as the end-user(s) in credit review, analysis and management with an overview of these key functionalities of the RTCE tool.

Contenuti dettagliati del corso

Introduction to RTCE and Algo One

  • Overview of RTCE
  • Key features of RTCE and benefits
  • Key requirements for the RTCE environment
Explore Counterparty Structures
  • Establish and maintain a counterpart structure within RTCE
  • Set up counterparties and counterparty structures
  • Configure domain and own bank structure
  • Configure products, product categories and add-ons
  • Gain an overview of limits and measures
Using Risk Measures and Limit Structures
  • Establish and monitor limits and other risk measures by counterparty
  • Define risk measures
  • Assign defined risk measures to counterparties
  • Define limits against a counterparty and assign any limit policies
  • Assign temporary limits
Applying Mitigation Techniques
  • Identify the data requirements for mitigation
  • View, Edit, and Create Netting Agreements
  • Configure Collateral Agreements
Workflow Pre-deal and Inbox Workspaces
  • Review RTCE Architecture
  • Discuss the concepts of baseline and data revision
  • Carry out the following workflows:
    • Pre-deal
    • Inbox
  • Review RTCE Course Section by Section
  • Answer a short quiz on the various sections of the course
  • Initiate a best practices discussion
  • Questions and Answers from Module 6

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