IBM Algorithmics Instrument Modeling for RiskWatch

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 in-depth exposure to financial modeling in RiskWatch.

Upon successful completion of the course, the participant will be able to:

  • Develop financial instruments with the associated models and risk factor ''curves''
  • Recognize the construction of Portfolio hierarchy and build a portfolio of financial instruments
  • Design, develop, and apply appropriate risk factor curves
  • Understand the procedures for modeling financial instruments with currency exposure
  • Build a variety of instruments and explore the contributing factors to valuation of the instruments

Czas trwania

1 dzień

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Profil uczestnika

This advanced course is aimed at finance individuals, including risk managers, investment managers, and analysts.


  • Introduction and course agenda
  • Review of building financial instruments in Riskwatch
  • Building the following types of financial instruments:
    • Zero coupon bonds
    • Equity Forward
    • Swaption
    • Callable Convertible Bonds
    • Common Stocks
    • Equity Options
    • Cap-Floor
    • Any other instruments that may be suited to the session based upon participants and project requirements

Wymagane przygotowanie uczestników

  • basic knowledge of financial modeling, risk measurement, and derivative finance.

You should complete:

  • IBM Algorithmics Foundations of RiskWatch
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