Course outline

Using Algo Workspace Analyzer for FRTB (v3.0)

Categories: Guaranteed To Run™, IBM

GK IBM LS Partner

Duration: 1 Day

This is an IBM ISDR course.

IBM Algorithmics Workspace Analyzer is an advanced aggregation application. In this one day course participants will learn to use the functionality of Workspace Analyzer for reporting on minimum capital requirements for market risk under the Fundamental Review of the Trading Book (FRTB) requirements. The participants will review sample reports, and learn how to modify and create reports and collaborative views. In particular, participants will learn how to set up sandbox environments, dynamically aggregate data and create and share reports of various types. Hands-on learning experience will complement the training.

Topics covered in this course include:

  • Overview of IBM Algorithmics Workspace Analyzer framework
  • Review of input data and portfolio structure
  • Review of measures and scenarios
  • Review of template FRTB reports for Total Capital Charge, IMCC, SBA, DRC, etc.
  • Review of backtesting and P&L attribution reports
  • Creation and modification of reports with specific FRTB functionality in Workspace Analyzer
  • Review of reporting functionality in a sandbox environment
  • Adding functionality to reports

Participants should have basic knowledge of risk management principles, regulatory reporting requirements,and financial products and markets.

This course is aimed at finance individuals and business users in risk management, reporting andcompliance functions.

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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