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IBM Algorithmics Foundations of RiskWatch – g1102gpl

Course #: g1102gpl

Duration: 2 Days

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

This is an IBM ISDR course.

IBM Algorithmics Foundations of Risk and Financial Engineering Workbench (RFE Workbench) is a two-day, instructor-led course designed to provide financial individuals, including risk managers, investment managers, and analysts with a comprehensive overview of the application. The participants will learn the purpose and benefits of the application and perform hands-on exercises. They will explore various methods of modeling financial instruments and performing portfolio and scenario analysis, including locating key contributing risk factors, annotating sessions with key findings and re-configuring reports to validate results.


Please refer to Course Overview for description information.

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

This is an IBM ISDR course.


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.


There are no prerequisites for this course.


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)


  • 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

Contact us regarding the training