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Kursbeskrivning: IBM Algorithmics Instrument Modeling for RiskWatch

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Kurskod G2004SE Leveranstyp Classroom
(Hands-on labs)
Kurslängd 1.0 dagar Kurstyp
Listpris Kontakta IBM    

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