IBM Algorithmics Foundations of RiskWatch

• Navigate the IBM® Algo Risk Application to produce desired reports
• Articulate the underlying what-if architecture and workflows, describing how they support critical features and processes
• Perform a Drill-Through using a sample data set to view instrument attributes and underlyings, investigate scenario sets and visualize component risk factors
• Perform on demand analysis of individual risk factors in a portfolio context
• Add assets (previously simulated) to an existing sample portfolio using what-if methods
• Add new assets (not previously simulated) to an existing sample portfolio using what-if deal features
• Demonstrate the creation new scenarios for a sample market event against a sample portfolio using what-if scenarios
• Refine a scenario set to isolate specific trigger times or instruments to solve a sample business problem using what-if scenarios
• Describe the "Critical Scenarios" feature and its benefits
• Use Critical Scenarios to create new scenarios using combinations of existing scenarios, apply various criteria to the selection and combination of scenarios
• Compare VaR measures across two dates using multi-context enhancements
• Explore a sample portfolio's risk profile using attribution
• Describe new graphical representations of VaR
• Use the scheduler to automatically create and save reports on a regular basis
• Utilize the Rule Based Reporting functionality

You should have:

• A basic knowledge of risk management principles such as Value-at-Risk, scenario analysis, and derivatives is presumed.

Completion of:

• Introduction to Algo Risk Application course is required.

p>This advanced course is primarily for a market risk manager or portfolio manager. Anyone who uses the IBM® Algo Risk Application to perform their duties will find this course of interest. For those on the implementation team who will be defining or implementing reports, making quantitative or architectural decisions, or performing quantitative validation, this course is essential.