This advanced course is relevant for anyone who wishes to extend the functionality of, or automate processes in, Riskwatch such as risk managers, trading analysts, investment managers, IT staff and financial analysts.
IBM Algorithmics Foundations of RiskScript
RiskScript is designed to allow users to create their own extensions for RiskWatch. These extensions can be in the form of macros, new pricing functions, state procedures, settlement procedures and simulation functions.
Profil uczestnika
Agenda
Day 1:
- Introduction and course agenda
- Introduction to RiskScript
- Macros
- Hands-on Exercise: Load input data, set up stress room, and generate reports
- State Procedures
- Hands-on Exercise: Develop state procedure for revolving product term
- Curve Functions
- Hands-on Exercise: Develop reverser floater curve base on given securities
Day 2:
- Review of material covered on Day 1
- Pricing Functions
- Hands-on Exercise: Develop pricing function for Clean THEO/Value
- Aggregation Functions
- Hands-on Exercise: Generate report based on given aggregation key
- Simulation Expressions
- Hands-on Exercise: Calculate THEO/Value based on user requirements
- Wrap-up
Wymagane przygotowanie uczestników
You should have:
- Completion of "IBM Algorithmics Foundations of RiskWatch" course
- Basic knowledge of programming and familiarity with financial risk management principles andterminology
Zagadnienia
- Explain the basics of BasicScript syntax;
- Describe RiskScript methods and objects;
- Create Pricing Functions, State Procedures and Curve Functions;
- Create and run RiskScript Aggregation Functions and Macros;
- Create Simulation Expressions
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