Course outline

IBM Algorithmics Regulatory Capital Modeling in Algo One

Categories: Guaranteed To Run™, IBM

GK IBM LS Partner

Duration: 3 Days

This is an IBM ISDR course.

IBM Algo Capital Management, Credit Regulatory Capital (IBM ACCRC) helps banks calculate regulatory capital requirements for credit risk over the entire portfolio and produce comprehensive capital adequacy reports. This three-day course is designed to provide participants with hands-on experience and an in-depth understanding of IBM ACCRC functionality including extensions that enable financial institutions to calculate risk-weighted assets in compliance with Basel II or Basel III requirements (Basel III extension), to optimally allocate mitigants to the exposures in order to minimize the resultant capital requirements (Mitigant Optimization extension), generate comprehensive slice-and-dice reports (Management and Regulatory Reporting extensions).

Upon successful completion of the course, the participant will be able to:

  • Explain the individual risk components and how they are derived, as well as any adjustments that may apply;
  • Describe the options and approaches for calculating Exposure at Default (EAD), EL and Risk Weighted Assets (RWA) within the IBM ACCRC calculation engine
  • Articulate the effects of CRM and their adjustments to RWA;
  • Create the data elements (instruments, curves and portfolio hierarchies) required to calculate CRM adjusted RWA for Internal Ratings Based (IRB) Banking Book
  • Model assets of various types within the calculation engine
  • Create customized reports in the IBM ACCRC reporting tool

Please refer to Course Overview.

The student must complete the course:

  • Foundations of RiskWatch

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.

This course is delivered by an authorized IBM Global Training Provider.

Feel free to contact us, if you want to know the price and location of this course. A Digital Revolver representative will contact you shortly to help you with your inquiry.
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  • Guaranteed to Run™. This ensures you will attend the instructor led class or live online class you want as scheduled without any disruptive cancellations*. You book the training you need, get back to focusing on your job and are sure your training requirements will be met saving time, money and ensuring peace of mind.
  • This schedule icon the schedule indicates that this date/time will be conducted as Instructor Led Training (ILT) or a Virtual Instructor Led Training (VILT) depending on the indicated class availablity.
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