IBM Algorithmics Advanced Risk Management with Algo Risk ApplicationIBM
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Häufig gestellte Fragen
You should have:
- A basic knowledge of risk management principles such as Value-at-Risk, scenario analysis, and derivatives is presumed.
- Introduction to Algo Risk Application course is required.
Was lernen Sie in diesem Kurs?
In version 255, IBM® Algo Risk Application introduced a series of new capabilities, including the ability to see properties of financial instruments, create new instruments and include them in simulations, define and process new scenarios and assess critical scenarios. This course follows the introductory course, providing both the opportunity to become familiar with the newest features and braoder experience with the overall application.
Training Paths that reference this course are:
- IBM Algorithmics - Risk Manager
- Navigate the IBM® Algo Risk Application to produce desired reports
- Articulate the underlying what-if architecture and workflows, describing how they support critical features and processes
- Perform a Drill-Through using a sample data set to view instrument attributes and underlyings, investigate scenario sets and visualize component risk factors
- Perform on demand analysis of individual risk factors in a portfolio context
- Add assets (previously simulated) to an existing sample portfolio using what-if methods
- Add new assets (not previously simulated) to an existing sample portfolio using what-if deal features
- Demonstrate the creation new scenarios for a sample market event against a sample portfolio using what-if scenarios
- Refine a scenario set to isolate specific trigger times or instruments to solve a sample business problem using what-if scenarios
- Describe the "Critical Scenarios" feature and its benefits
- Use Critical Scenarios to create new scenarios using combinations of existing scenarios, apply various criteria to th