Using Algo Workspace Analyzer for FRTB (v3.0) – g1404gpl
Course #: g1404gpl
Duration: 1 Days
*** For inquiries and scheduling for this course,
please contact wfssedu@us.ibm.com ***
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.
Objectives
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
*** For inquiries and scheduling for this course,
please contact wfssedu@us.ibm.com ***
This is an IBM ISDR course.
Audience
This course is aimed at finance individuals and business users in risk management, reporting andcompliance functions.
Prerequisites
Participants should have basic knowledge of risk management principles, regulatory reporting requirements,and financial products and markets.
Topics
TBD