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.
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
• 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