Description
At Sixe Engineering we have been providing official IBM training around the world for over 12 years. Get the best training from our specialists in Europe. We have important discounts and offers for two or more students.
Course details
| IBM course code: G1102G | Category: IBM Algo One / Algo One |
| Delivery: Online & on-site** | Course length in days: 2 |
Target audience
This intermediate course is for risk managers, portfolio managers, credit risk managers, risk analysts, business analysts, capital and compliance analysts, regulatory reporting officer, asset/liability manager, liquidity risk manager, financial engineer, financial analyst, quantitative analyst.
Desired Prerequisites:
There are no prerequisites for this course.
Instructors
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.
Added value
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
Day 1:
- Concepts and Methodologies
- RFE Workbench methodology and concepts
- Role of RFE Workbench within IBM Algo One
- Data management for RFE Workbench within IBM Algo One
- Mark-to-Future methodology within IBM Algo One
- Key Navigation Features of the application
- Financial Modeling in RFE Workbench
- Set up of financial instruments
- Set up of portfolios
- Set up of valuation functions
- Financial Modeling in RFE Workbench Cont'd
- Set up of risk factor tables
- Set up of foreign exchange tables
- Set up of templates
- Valuation of a portfolio
- Scenario Creation in RFE Workbench
- Scenario creation within IBM Algo One
- Create scenario sets in RFE Workbench (what-if, iterative, generated)
DAY 2
- Stress Testing in RFE Workbench
- Set up Stress Test view
- Practice of various aggregation techniques
- Set up of simulation functions
- Simulation of portfolios through time
- Value at Risk calculation and report generation in RFE Workbench
- Set up and review of parameters for non-parametric and parametric Value at Risk calculation
- Calculation of Value at Risk
- Creation of various risk reports
- Investigative risk analysis
- Identify critical scenarios in a test dataset
- Identify critical portfolios in a test dataset
- Use RFE Workbench Comments Manager as a collaboration tool
- Investigative risk analysis Cont'd
- Investigate critical scenarios
- Investigate critical portfolios
- Discuss critical findings
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
