IBM Algorithmics Foundations to RiskWatch

IBM Algorithmics Foundations to RiskWatch Training CourseRiskWatchâ„¢ 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 two-day course is intended to provide participants with an overview of RiskWatch functionality, and hands-on experience with various methods of setting up and analyzing portfolios.The participant will be able to:Build financial instruments with the associated models and risk factor 'curves'Assemble portfolios of financial instrumentsBuild a portfolio hierarchyModel a spread curveUnderstand the procedures for modeling financial instruments with currency exposureBuild Scenarios and Scenario Sets in RiskWatchUse Scenario Sets as a basis for stressing portfolios to generate Mark-to-Future (MtF) portfolio valuations across time.Set up the Stress Room with required attributes, including the use of simulation functionsCalculate Value-at-Risk (VaR) in RiskWatch using the Monte Carlo and or Historical simulation methodsAggregate portfolios by various single and multiple attributesBuild risk management reports on the portfolio