Introduction to Algo Scenario Engine™ 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:
Please refer to Course Overview for description information.
This intermediate course is aimed at finance individuals, including risk managers, trading analysts, investment managers, and financial analysts.
You shoud have a foundation of RiskWatch or equivalent.
Basic knowledge of UNIX is required.
This one-day course is delivered through a number of mediums, including product demonstrations, instructor-led exercises and self-paced hands-on practice.