IBM Algorithmics Foundations of RiskScript

*** For inquiries and scheduling for this course,
please contact wfssedu@us.ibm.com ***

This is an IBM ISDR course.

RiskScript is designed to allow users to create their own extensions for RiskWatch. These extensions can be in the form of macros, new pricing functions, state procedures, settlement procedures and simulation functions.

SKU: 291. Category: IBM Algo One

Description

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Course details

IBM course code: G2002G	Category: IBM Algo One / Algo One
Delivery: Online & on-site**	Course length in days: 2

Target audience

This advanced course is relevant for anyone who wishes to extend the functionality of, or automate processes in, Riskwatch such as risk managers, trading analysts, investment managers, IT staff and financial analysts.

Desired Prerequisites:

You should have:

Basic knowledge of programming and familiarity with financial risk management principles and terminology

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

The course is delivered through a number of mediums, including product demonstrations, instructor-led exercises and self-paced hands-on practice.

Day 1:

Introduction and course agenda

Introduction to RiskScript

Macros

Hands-on Exercise: Load input data, set up stress room, and generate reports

State Procedures

Hands-on Exercise: Develop state procedure for revolving product term

Curve Functions

Hands-on Exercise: Develop reverser floater curve base on given securities

Day 2:

Review of material covered on Day 1

Pricing Functions

Hands-on Exercise: Develop pricing function for Clean THEO/Value

Aggregation Functions

Hands-on Exercise: Generate report based on given aggregation key

Simulation Expressions

Hands-on Exercise: Calculate THEO/Value based on user requirements

Wrap-up

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