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

Profil uczestnika

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

Agenda

• 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