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DescriptionWhat we offer

IBM Algorithmics Risk and Financial Engineering Workbench Migration is a one-day, instructor-led course designed to provide financial individuals, including risk managers, investment managers, and analysts who have been using RiskWatch and/or have knowledge of RiskWatch and the Mark-To-Future paradigms with a comprehensive overview of the application. The participants will learn the purpose and benefits of the application and perform hands-on exercises while learning the essentials of performing scenario and portfolio analysis within the application.

ObjectivesWhat you learn

Please refer to Course Overview for description information.

TopicsThe best for you

  • Key Enhancements and Features in IBM Algorithmics Risk and Financial Engineering Workbench (RFE Workbench)
    • Functionality and Terminology of RFE Workbench
    • Key enhancements in RFE Workbench
    • Comparing RFE Workbench with RiskWatch
  • Financial Modeling in RFE Workbench
    • Instrument Module
    • Portfolio Module
    • Model Module
    • FX Module
    • Template Module
    • Curve Module
  • Scenario and Portfolio Analysis in RFE Workbench
    • Defining Scenario Sets
    • Stress Testing, Aggregation, Simulation Functions
    • Scenario Analysis
    • Portfolio Analysis
  • Integrated Group Exercise
    • Review Stress Test Results
    • Set Comments
    • Investigate other group's Comments

PrerequisitesWhat should you know

You should have completed:

  • IBM Algorithmics Foundations of RiskWatch

AudienceWho should attend

This course is aimed at risk managers, investment managers, and analysts.