IBM Algorithmics Introduction to Portfolio Credit Risk Engine
Kurs
In Düsseldorf
Beschreibung
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Kursart
Kurs
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Ort
Düsseldorf
The advanced course is aimed at quantitative analysts or capital managers with a credit risk focus; however, the significant hands-on emphasis/05/also make it of interest to non-quantitative business analysts. Das Zentrum IBM präsentiert das folgende Programm, mit dem Sie Ihre Kompetenzen stärken sowie Ihre gesteckte Ziele erreichen können. In dem Kurs zu dieser Schulung gibt es verschiedene Module zur Auswahl und Sie können mehr über die angebotenen Thematiken erfahren. Einfach anmelden und Zugang zu den folgenden Themen erhalten
Standorte und Zeitplan
Lage
Beginn
Beginn
Hinweise zu diesem Kurs
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.
Course prerequisites
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...
Meinungen
Themen
- IBM
Inhalte
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
Zusätzliche Informationen
- 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
IBM Algorithmics Introduction to Portfolio Credit Risk Engine