IBM Algorithmics Introduction to Portfolio Credit Risk EngineIBM
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Häufig gestellte Fragen
You should have:
- Knowledge of basic credit risk (e.g. definition of rating, PD and LGD) is essential.
- Some portfolio credit risk knowledge would be an asset.
- IBM Algorithmics Foundations of RiskWatch
- IBM Algorithmics Introduction to Scenario Engine
- IBM Algorithmics Exposure Modeling in RiskWatch
- IBM Algorithmics Exposure Modeling in Risk & Financial Engineering...
Was lernen Sie in diesem Kurs?
You gain hands-on experience with the portfolio credit risk engine, the Algorithmics component that calculates portfolio credit risk and bottom-up measures of integrated market and credit risks.
Training Paths that reference this course are:
- IBM Algorithmics - Risk Manager
- Articulate the key data elements required to calculate portfolio credit risk and which Algorithmics' components can provide these inputs
- Define each of the various measures available in PCRE
- Discuss the principles behind the PCRE models
- Generate a typical/sample report based on statistical measures
- List the types of scenario analysis supported within PCRE
- Generate a typical/sample report for scenario analysis
- Launch PCRE Setup Manager and Results Viewer
- Initiate the PCRE controller and workers in a multiprocessor environment