IBM Algorithmics Instrument Modeling for RiskWatchBusiness Analytics
DescriptionWhat we offer
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
ObjectivesWhat you learn
Please refer to course overview for description information.
TopicsThe best for you
This one-day course is delivered through a number of mediums, including: slide presentation, product demonstrations, instructor-led exercises and self-paced hands-on practice.
- Introduction and course agenda
- Review of building financial instruments in Riskwatch
- Building the following types of financial instruments:
- Zero coupon bonds
- Equity Forward
- Callable Convertible Bonds
- Common Stocks
- Equity Options
- Any other instruments that may be suited to the session based upon participants and project requirements
PrerequisitesWhat should you know
You should have:
- basic knowledge of financial modeling, risk measurement, and derivative finance.
You should complete:
- IBM Algorithmics Foundations of RiskWatch
AudienceWho should attend
This advanced course is aimed at finance individuals, including risk managers, investment managers, and analysts.