IBM Algorithmics Introduction to Algo Risk ApplicationIBM
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Häufig gestellte Fragen
A basic knowledge of risk management principles such as Value-at-Risk, scenario analysis, and derivatives is presumed.
Was lernen Sie in diesem Kurs?
The Algo Risk Application (ARA) distributes all portfolio risk information required to facilitate the investment decision making process. The training itself is intended to provide participants with an overview of ARA, with hands-on experience in its functionality.
Training Paths that reference this course are:
- IBM Algorithmics - Risk Manager
- IBM Algorithmics - Insurance Risk Manager
- IBM Algorithmics - Portfolio Manager
- "Slice and dice" portfolios in ARA by means of aggregation
- Build risk management reports for selected portfolios
- Generate Monte Carlo and Historical VaR reports, with parametric method comparisons
- Perform portfolio scenario analysis, including stress testing
- Undertake "what-if" analysis of portfolios
- Define user-preferences
- Build virtual portfolios and benchmarks as a basis for tracking and related forms of relative risk analysis
- Manage your portfolios, benchmarks, and reports