IBM Algorithmics Introduction to RiskWatch for Data Modelers and IntegratorsIBM
Preis auf Anfrage
Häufig gestellte Fragen
You should have:
- Basic knowledge of financial modeling, risk measurement, and derivative finance
Was lernen Sie in diesem Kurs?
RiskWatch™ is the core analytical engine within the Algo Market Analytics product, providing a complete set of methodologies to measure, monitor, simulate, and restructure risk. This one-day course is intended to provide participants with an overview of RiskWatch functionality, and hands-on experience with various methods of setting up and analyzing portfolios.
Training Paths that reference this course are:
- IBM Algorithmics - Data Analyst
- Discuss the role of RiskWatch within Algo One
- Differentiate between the types of data required for the RiskWatch environment
- Confer about the concepts of Mark to Market and Mark to Future
- Navigate through the various key aspects of the RiskWatch application
- Develop a basic financial instrument with the associated models and risk factor "curves"
- Recognize the construction of Portfolio hierarchy and build a portfolio of financial instruments
- Design and develop risk factor curves and assess their applicability
- Import Scenarios and Scenario Sets in RiskWatch
- Practice within the Stress Room with required attributes, including the use of simulation functions
- Calculate Value-at-Risk (VaR) in RiskWatch using the Monte Carlo and Historical simulation methods
- Aggregate portfolios by various single and multiple attributes
- Build risk management reports on the portfolio