*** For inquiries and scheduling for this course, 
please contact wfssedu@us.ibm.com ***

This is an IBM ISDR course.

IBM Algorithmics Foundations of Risk and Financial Engineering Workbench (RFE Workbench) is a two-day, instructor-led course designed to provide financial individuals, including risk managers, investment managers, and analysts with a comprehensive overview of the application. The participants will learn the purpose and benefits of the application and perform hands-on exercises. They will explore various methods of modeling financial instruments and performing portfolio and scenario analysis, including locating key contributing risk factors, annotating sessions with key findings and re-configuring reports to validate results.

Please refer to Course Overview for description information.

*** For inquiries and scheduling for this course, 
please contact wfssedu@us.ibm.com ***

This is an IBM ISDR course.

This intermediate course is for risk managers, portfolio managers, credit risk managers, risk analysts, business analysts, capital and compliance analysts, regulatory reporting officer, asset/liability manager, liquidity risk manager, financial engineer, financial analyst, quantitative analyst.

There are no prerequisites for this course.

Day 1:

• Concepts and Methodologies
  • RFE Workbench methodology and concepts
  • Role of RFE Workbench within IBM Algo One
  • Data management for RFE Workbench within IBM Algo One
  • Mark-to-Future methodology within IBM Algo One
  • Key Navigation Features of the application

• Financial Modeling in RFE Workbench
  • Set up of financial instruments
  • Set up of portfolios
  • Set up of valuation functions

• Financial Modeling in RFE Workbench Cont'd
  • Set up of risk factor tables
  • Set up of foreign exchange tables
  • Set up of templates
  • Valuation of a portfolio

• Scenario Creation in RFE Workbench
  • Scenario creation within IBM Algo One
  • Create scenario sets in RFE Workbench (what-if, iterative, generated)

DAY 2

• Stress Testing in RFE Workbench
  • Set up Stress Test view
  • Practice of various aggregation techniques
  • Set up of simulation functions
  • Simulation of portfolios through time

• Value at Risk calculation and report generation in RFE Workbench
  • Set up and review of parameters for non-parametric and parametric Value at Risk calculation
  • Calculation of Value at Risk
  • Creation of various risk reports

• Investigative risk analysis
  • Identify critical scenarios in a test dataset
  • Identify critical portfolios in a test dataset
  • Use RFE Workbench Comments Manager as a collaboration tool

• Investigative risk analysis Cont'd
  • Investigate critical scenarios
  • Investigate critical portfolios
  • Discuss critical findings