IBM Algorithmics Foundations of Risk and Financial Engineering Workbench

Arrow ECS Training

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In London

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Description

  • Type

    Course

  • Location

    London

  • Start date

    Different dates available

IBM Algorithmics Foundations of Risk and Financial Engineering Workbench Training CourseIBM Algorithmics Foundations of Risk and Financial Engineering Workbench (RFE Workbench) is a two-day, instructor-led course designed to provide financial individuals, including risk managers, investment managers, and analysts with a comprehensive overview of the application. The participants will learn the purpose and benefits of the application and perform hands-on exercises. They will explore various methods of modeling financial instruments and performing portfolio and scenario analysis, including locating key contributing risk factors, annotating sessions with key findings and re-configuring reports to validate results.

Facilities

Location

Start date

London
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Arrow Ecs Training, 56433

Start date

Different dates availableEnrolment now open

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Subjects

  • IT risk
  • Risk
  • Financial Training
  • Financial
  • Engineering

Course programme

Training Course Content

Day 1:

  • Concepts and Methodologies
    • RFE Workbench methodology and concepts
    • Role of RFE Workbench within IBM Algo One
    • Data management for RFE Workbench within IBM Algo One
    • Mark-to-Future methodology within IBM Algo One
    • Key Navigation Features of the application
  • Financial Modeling in RFE Workbench
    • Set up of financial instruments
    • Set up of portfolios
    • Set up of valuation functions
  • Financial Modeling in RFE Workbench Cont'd
    • Set up of risk factor tables
    • Set up of foreign exchange tables
    • Set up of templates
    • Valuation of a portfolio
  • Scenario Creation in RFE Workbench
    • Scenario creation within IBM Algo One
    • Create scenario sets in RFE Workbench (what-if, iterative, generated)

DAY 2

  • Stress Testing in RFE Workbench
    • Set up Stress Test view
    • Practice of various aggregation techniques
    • Set up of simulation functions
    • Simulation of portfolios through time
  • Value at Risk calculation and report generation in RFE Workbench
    • Set up and review of parameters for non-parametric and parametric Value at Risk calculation
    • Calculation of Value at Risk
    • Creation of various risk reports
  • Investigative risk analysis
    • Identify critical scenarios in a test dataset
    • Identify critical portfolios in a test dataset
    • Use RFE Workbench Comments Manager as a collaboration tool
  • Investigative risk analysis Cont'd
    • Investigate critical scenarios
    • Investigate critical portfolios
    • Discuss critical findings

Additional information

Expenses

The cost of this course is £1200 + VAT.
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IBM Algorithmics Foundations of Risk and Financial Engineering Workbench

Price on request

The best Risk Management courses

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