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IBM Algorithmics Foundations to RiskWatch (G2000G)

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

Duration: 2 Days

Skill level: Intermediate

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 two-day course is intended to provide participants with an overview of RiskWatch functionality, and hands-on experience with various methods of setting up and analyzing portfolios.

The participant will be able to:

Who Should Attend

This course aims at finance individuals, including risk managers, investment managers, and analysts.

Course Certifications

This course is part of the following Certifications:


Students should have:

  • Basic knowledge of financial modeling, risk measurement, and derivative finance.

Course Objectives

Please refer to Course Overview for description information.

Course Content

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

Day 1:

  • Introduction and course agenda
  • RiskWatch within the Algo One framework
  • RiskWatch Navigation
  • Building financial instruments in Riskwatch
  • Defining models and risk factors
  • Building portfolios and portfolio hierachies
  • FX Room overview

Day 2:

  • Defining scenarios in RiskWatch
  • Differentiation between Standard, Generated, and Iterative Scenarios
  • Setting up the Stress Room for across-time and scenario set valuation of portfolios
  • Calculation of Historical and or MonteCarlo simulated Value at Risk (VaR) in the Stress Room
  • Calculation of Parametric VaR
  • Simulation functions
  • Portfolio Aggregation
  • Exporting results and building MtF Cubes

Course ID: G2000G

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