IBM Algorithmics Introduction to Algo Scenario Engine

Course

In London

Price on request

Description

  • Type

    Course

  • Location

    London

  • Start date

    Different dates available

IBM Algorithmics Introduction to Algo Scenario Engine Training CourseIntroduction to Algo Scenario Engineâ„¢ is an advanced scenario generation application. It is an important part of integrated market and credit risk solutions. The scenarios created in ASE are based on historical time series data of observable market rates and prices. The scenarios generated by ASE are used for simulation and stress testing of portfolios.Upon successful completion of the course, you will be able to:Describe the type of data required to generate scenarios;Create an ASE configuration file and set up the application;Use ASE commands to perform various tasks;Navigate using the ASE Graphical User Interface;Explain the various scenario types;Describe the different components required to generate scenarios;Integrate ASE with RiskWatch.

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

  • Market

Course programme

Training Course Content

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

  • Introduction to ASE and Navigation
  • Understanding the Input data for scenario generation
  • Breaking down ASE into its components
    • Blocks/ Models/ Estimations/ Transformations
  • Understanding and bringing all the components together in Scenario Generators and Scenario Sets
  • Creating Historical Scenarios through deeper analytics
  • Creating Monte Carlo Scenarios through deeper analytics
  • Understanding how ASE integrates with RW

Additional information

Expenses

The cost of this course is £6000 + VAT.

IBM Algorithmics Introduction to Algo Scenario Engine

Price on request