G2005G IBM Algorithmics Exposure Modeling in RiskWatch

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.

The course is delivered through a number of mediums, including product demonstrations, instructor-led exercises and self-paced hands-on practice.

• Setting up Transition Matrices and PD curves
• Building the pieces to define Credit Exposures at the trade level
  • Includes Legal Entity definitions/ Credit Processes/ Output variable definition

• Defining and analyzing Credit Exposures at the Portfolio Level
• Setting up and Grouping of Netting Nodes
  • Viewing and analyzing the Netting Hierarchy

• Building Credit Mitigation Portfolios
• Defining Collateral agreements - Credit Support Annex
• Defining, viewing and analyzing Credit Reports
  • Slicing and dicing by Aggregation

• Simulating the portfolio
• Creating deeper analytic results like Potential Exposure, Total Exposure and Expected Loss

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