IBM Algorithmics Exposure Modeling in Risk and Financial Engineering Workbench (v5.0)

This course provides a powerful new workspace for investigative risk analysis. Exposure Modeling shows how to expand the setup from a Market Risk centered view to a Credit Risk view. This course demonstrates the functionality of the Risk and Financial Engineering Workbench within the Algo One solutions area, and provides the participants with a hands-on experience utilizing various methods of risk modeling and analysis.

Profil uczestnika

•  Risk managers, Credit Risk managers
•  Risk analysts, Business analysts, Capital and Compliance analysts, Financial analysts, and Quantitative analysts
•  Regulatory Reporting officers, Financial Engineer

Agenda

1: Module 1 Key Concepts in Credit Risk
• Essential Terms
• Basic Elements
• Credit Mitigation Techniques
2: Credit Risk Objectives in RFE Workbench
• List the Credit Risk Objects in RFE Workbench
• Describe the Relationships between the Credit Risk Objects
• Create and link Credit Risk Objects in RFE Workbench
3: Credit Exposure Measures
• State the required steps to simulate the various Actual Credit Exposure Measures
• Exposure Measures (PFE,EE, EPE, and EEE)
• Create views and graphs for various exposure measure and economic loss calculations

Wymagane przygotowanie uczestników

• IBM Algorithmics Risk and Financial Engineering Workbench Migration

    or

• IBM Algorithmics Foundations of Risk and Financial Engineering Workbench