DURACIÓN: 16 Hours (2 días)
This course provides a practical overview of portfolio replication for insurance, with hands-on training in the construction of replicating portfolios.
This advanced course is for the insurance industry end-user, particularly risk managers, risk analysts, and actuaries.
Prior training and/or experience in RiskWatch and ARA is strongly recommended.
The two-day course balances instructor-presentation of key portfolio replication for insurance concepts with hands-on training in replicating portfolio construction. Day 1 focuses on the purpose, theory, applications, and process of portfolio replication including familization exercises and demonstrations. Day 2 is a workshop where students employ the optimization functionality of the Algo Risk Application (ARA) to build actual optimal replicating portfolios.
Prior to enrolling, IBM Employees must follow their Division/Department processes to obtain approval to attend this public training class. Failure to follow Division/Department approval processes may result in the IBM Employee being personally responsible for the class charges.
GBS practitioners that use the EViTA system for requesting external training should use that same process for this course. Go to the EViTA site to start this process: http://w3.ibm.com/services/gbs/evita/BCSVTEnrl.nsf
Once you enroll in a GTP class, you will receive a confirmation letter that should show:
The current GTP list price
The 20% discounted price available to IBMers. This is the price you will be invoiced for the class.