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IBM Algorithmics Introduction to Algo Scenario Engine (G0201G)

  • Overview
  • Who Should Attend
  • Certifications
  • Prerequisites
  • Objectives
  • Content
  • Schedule
Course Overview

duration: 1 Days

Skill level: Intermediate

Introduction to Algo Scenario Engine™ is an advanced scenario generation application. It is an important part of integrated market and credit risk solutions. The scenarios created in ASE are based on historical time series data of observable market rates and prices. The scenarios generated by ASE are used for simulation and stress testing of portfolios.

Upon successful completion of the course, you will be able to:

Who Should Attend

This intermediate course is aimed at finance individuals, including risk managers, trading analysts, investment managers, and financial analysts.

Course Certifications

This course is part of the following Certifications:

Prerequisites

You shoud have a foundation of RiskWatch or equivalent.

Basic knowledge of UNIX is required.

Course Objectives

Please refer to Course Overview for description information.

Course Content

This one-day course is delivered through a number of mediums, including product demonstrations, instructor-led exercises and self-paced hands-on practice.

  • Introduction to ASE and Navigation
  • Understanding the Input data for scenario generation
  • Breaking down ASE into its components
    • Blocks/ Models/ Estimations/ Transformations
  • Understanding and bringing all the components together in Scenario Generators and Scenario Sets
  • Creating Historical Scenarios through deeper analytics
  • Creating Monte Carlo Scenarios through deeper analytics
  • Understanding how ASE integrates with RW

Course ID: G0201G


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