IBM Algorithmics Risk and Financial Engineering Workbench Migration

IBM Algorithmics Risk and Financial Engineering Workbench Migration is a one-day, instructor-led course designed to provide financial individuals, including risk managers, investment managers, and analysts who have been using RiskWatch and/or have knowledge of RiskWatch and the Mark-To-Future paradigms with a comprehensive overview of the application. The participants will learn the purpose and benefits of the application and perform hands-on exercises while learning the essentials of performing scenario and portfolio analysis within the application.

Profil uczestnika

This course is aimed at risk managers, investment managers, and analysts.

Agenda

• Key Enhancements and Features in IBM Algorithmics Risk and Financial Engineering Workbench (RFE Workbench)
  • Functionality and Terminology of RFE Workbench
  • Key enhancements in RFE Workbench
  • Comparing RFE Workbench with RiskWatch
• Financial Modeling in RFE Workbench
  • Instrument Module
  • Portfolio Module
  • Model Module
  • FX Module
  • Template Module
  • Curve Module
• Scenario and Portfolio Analysis in RFE Workbench
  • Defining Scenario Sets
  • Stress Testing, Aggregation, Simulation Functions
  • Scenario Analysis
  • Portfolio Analysis
• Integrated Group Exercise
  • Review Stress Test Results
  • Set Comments
  • Investigate other group’s Comments

Wymagane przygotowanie uczestników

You should have completed:

• IBM Algorithmics Foundations of RiskWatch