IBM Algorithmics Exposure Modeling in RiskWatch

The course is delivered through a number of mediums, including product demonstrations, instructor-led exercises and self-paced hands-on practice.

• Setting up Transition Matrices and PD curves
• Building the pieces to define Credit Exposures at the trade level
  • Includes Legal Entity definitions/ Credit Processes/ Output variable definition

• Defining and analyzing Credit Exposures at the Portfolio Level
• Setting up and Grouping of Netting Nodes
  • Viewing and analyzing the Netting Hierarchy

• Building Credit Mitigation Portfolios
• Defining Collateral agreements - Credit Support Annex
• Defining, viewing and analyzing Credit Reports
  • Slicing and dicing by Aggregation

• Simulating the portfolio
• Creating deeper analytic results like Potential Exposure, Total Exposure and Expected Loss