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|IBM course code: G0000G||Category: IBM Algo One / Algo One|
|Delivery: Online & on-site**||Course length in days: 3|
This course is targeted at individuals with an understanding of Basel II regulations and associated data elements. These individuals will typically serve as members of the implementation team. Typical job roles include credit risk managers, credit analysts, financial analysts, financial engineers, business analysts, integration engineers, system support administrators, compliance analysts, capital analysts, risk analysts and regulatory reporting officers.
The student must complete the course:
- Foundations of RiskWatch
The great majority of the IBM courses we offer are taught directly by our engineers. This is the only way we can guarantee the highest quality. We complement all the training with our own materials and laboratories, based on our experience during the deployments, migrations and courses that we have carried out during all these years.
Our courses are deeply role oriented. To give an example, the needs for technology mastery are different for developer teams and for the people in charge of deploying and managing the underlying infrastructure. The level of previous experience is also important and we take it very seriously. That is why beyond (boring) commands and tasks, we focus on solving the problems that arise in the day to day of each team. Providing them with the knowledge, competencies and skills required for each project. In addition, our documentation is based on the latest version of each product.
Agenda and course syllabus
The three-day course is delivered through a number of media, including product demonstrations, instructor-led exercises, self-paced hands-on practice, and case studies.
- Introduction and course agenda
- Review of framework and required input data
- Navigation and set-up in the calculation engine
- Modeling of a position in RiskWatch (CRC Calculation Engine) for Basel 2 compliance.
- Cross-References and Linkages between Counterparties, Exposures, Mitigants, Facilities
- Regulatory Parameters
- Results for the various approaches B2 STD, B2 FIRB, B2 AIRB
- Determining calculation procedures for RWA and EAD.
- Modeling of various instruments in CRC Calculation engine (Banking Book)
- Valuation in multiple approaches
- Modeling of Various Instruments/Transactions in RiskWatch (CRC Calculation Engine) – cont
- Trading book (OTC Derivatives, Repos)
- Credit Risk Mitigation
- Mitigation in Basel accord
- Modeling mitigants in CRC calculation engine
- Mitigation modes
- Stress Testing in RiskWatch (CRC Calculation Engine)
- Pillar 2 Functionality in CRC
- Basel 3 Extension in CRC
- Datamart in CRC
- Retail pooling
- Regulatory and Management Reports
- Editing management reports in ARA
- Regulatory Reports validation and querying
Do you need to adapt this syllabus to your needs? Are you interested in other courses? Ask us without obligation.
Locations for on-site delivery
- Austria: Vienna
- Belgium: Brussels, Ghent
- Denmark: Cophenhagen
- Estonia: Tallinn
- Finland: Helsinki
- France: Paris, Marseille, Lyon
- Germany: Berlin, Munich, Cologne, Hamburg
- Greece: Athens, Thessaloniki
- Italy: Rome
- Louxemburg: Louxembourg (city)
- Netherlands: Amsterdam
- Norway: Oslo
- Portugal: Lisbon, Braga, Porto, Coimbra
- Slovakia: Bratislava
- Slovenia: Bratislava
- Spain: Madrid, Sevilla, Valencia, Barcelona, Bilbao, Málaga
- Sweden: Stockholm
- Turkey: Ankara
- United Kingdom: London