IBM Algorithmics Instrument Modeling for RiskWatch – g2004gpl
Course #: g2004gpl
Duration: 1 Days
*** For inquiries and scheduling for this course,
please contact wfssedu@us.ibm.com ***
This is an IBM ISDR course.
RiskWatch™ is the core analytical engine within the Algo Market Analytics product, providing a complete set of methodologies to measure, monitor, simulate, and restructure risk. This one-day course is intended to provide participants with an in-depth exposure to financial modeling in RiskWatch.
Upon successful completion of the course, the participant will be able to:
- Develop financial instruments with the associated models and risk factor ”curves”
- Recognize the construction of Portfolio hierarchy and build a portfolio of financial instruments
- Design, develop, and apply appropriate risk factor curves
- Understand the procedures for modeling financial instruments with currency exposure
- Build a variety of instruments and explore the contributing factors to valuation of the instruments
Objectives
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.
Audience
This advanced course is aimed at finance individuals, including risk managers, investment managers, and analysts.
Prerequisites
You should have:
- basic knowledge of financial modeling, risk measurement, and derivative finance.