1 day
Online Offline

DescriptionWhat we offer

This course provides a powerful new workspace for investigative risk analysis. Exposure Modeling shows how to expand the setup from a Market Risk centered view to a Credit Risk view. This course demonstrates the functionality of the Risk and Financial Engineering Workbench within the Algo One solutions area, and provides the participants with a hands-on experience utilizing various methods of risk modeling and analysis.

ObjectivesWhat you learn

Please refer to Course Overview for description information.

TopicsThe best for you

1: Module 1 Key Concepts in Credit Risk
? Essential Terms
? Basic Elements
? Credit Mitigation Techniques
2: Credit Risk Objectives in RFE Workbench
? List the Credit Risk Objects in RFE Workbench
? Describe the Relationships between the Credit Risk Objects
? Create and link Credit Risk Objects in RFE Workbench
3: Credit Exposure Measures
? State the required steps to simulate the various Actual Credit Exposure Measures
? Exposure Measures (PFE,EE, EPE, and EEE)
? Create views and graphs for various exposure measure and economic loss calculations

PrerequisitesWhat should you know

? G1100 IBM Algorithmics Risk and Financial Engineering Workbench Migration
? G1102 IBM Algorithmics Foundations of Risk and Financial Engineering Workbench

AudienceWho should attend

? Risk managers, Credit Risk managers
? Risk analysts, Business analysts, Capital and Compliance analysts, Financial analysts, and Quantitative analysts
? Regulatory Reporting officers, Financial Engineers