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G1101G

IBM Algorithmics Exposure Modeling in Risk and Financial Engineering Workbench (

Prezzo

€ 550.00
(Iva esclusa)

Scheda tecnica

Scarica

Giorni

1 gg

This course provides a powerful new workspace for investigative risk analysis. Exposure Modeling shows how to expand the setup from a Market Risk centered view to a Credit Risk view. This course demonstrates the functionality of the Risk and Financial Engineering Workbench within the Algo One solutions area, and provides the participants with a hands-on experience utilizing various methods of risk modeling and analysis.

Objectives:

Please refer to Course Overview for description information.

This course aims at finance individuals that are risk managers, trading analysts, investment managers and financial analysts. Also, non-finance individuals will benefit from this course as it gives perspective.

• G1100 IBM Algorithmics Risk and Financial Engineering Workbench Migration
    or
• G1102 IBM Algorithmics Foundations of Risk and Financial Engineering Workbench

1: Module 1 Key Concepts in Credit Risk
• Essential Terms
• Basic Elements
• Credit Mitigation Techniques
2: Credit Risk Objectives in RFE Workbench
• List the Credit Risk Objects in RFE Workbench
• Describe the Relationships between the Credit Risk Objects
• Create and link Credit Risk Objects in RFE Workbench
3: Credit Exposure Measures
• State the required steps to simulate the various Actual Credit Exposure Measures
• Exposure Measures (PFE,EE, EPE, and EEE)
• Create views and graphs for various exposure measure and economic loss calculations

Sede Data P