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This is an IBM ISDR course.
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:
- Describe the type of data required to generate scenarios;
- Create an ASE configuration file and set up the application;
- Use ASE commands to perform various tasks;
- Navigate using the ASE Graphical User Interface;
- Explain the various scenario types;
- Describe the different components required to generate scenarios;
- Integrate ASE with RiskWatch.