G2001G IBM Algorithmics Introduction to RiskWatch for Data Modelers and Integrators

Il centro presenta a continuazione il programma pensato per migliorare le tue competenze e permetterti di realizzare gli obiettivi stabiliti. Nel corso della formazione si alterneranno differenti moduli che ti permetteranno di acquisire le conoscenze sulle differenti tematiche proposte. Inscriviti per poter accedere alle seguenti materie.

This one-day course is delivered through a number of mediums, including slide presentation, product demonstrations, instructor-led exercises and self-paced hands-on practice.

• Introduction and course agenda
• RiskWatch within the Algo One framework
• Mark to Future
• RiskWatch Navigation
• Building financial instruments in RiskWatch
  • Defining models and risk factors
  • Building portfolios and portfolio hierarchies

• Examining the FX relationship between two or more currencies
• Differentiate between Standard, Generated, and Iterative Scenarios
• Setting up the Stress Room for across-time and scenario set valuation of portfolios
• Calculation of Monte Carlo simulation VaR in the Stress Room
• Simulation functions
• Portfolio Aggregation
• Exporting results

Dotazione:
Each participant will have a station set up with operating systems and software needed for the exercises.