IBM Algorithmics Regulatory Capital Modeling in Algo One G0000G

Duration: 
3 days
Codes: 
G0000G

Overview

  • *** For inquiries and scheduling for this course,
  • please contact wfssedu@us.ibm.com ***
  • This is an IBM ISDR course.

IBM Algo Capital Management, Credit Regulatory Capital (IBM ACCRC) helps banks calculate regulatory capital requirements for credit risk over the entire portfolio and produce comprehensive capital adequacy reports. This three-day course is designed to provide participants with hands-on experience and an in-depth understanding of IBM ACCRC functionality including extensions that enable financial institutions to calculate risk-weighted assets in compliance with Basel II or Basel III requirements (Basel III extension), to optimally allocate mitigants to the exposures in order to minimize the resultant capital requirements (Mitigant Optimization extension), generate comprehensive slice-and-dice reports (Management and Regulatory Reporting extensions).

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

  • Explain the individual risk components and how they are derived, as well as any adjustments that may apply;
  • Describe the options and approaches for calculating Exposure at Default (EAD), EL and Risk Weighted Assets (RWA) within the IBM ACCRC calculation engine
  • Articulate the effects of CRM and their adjustments to RWA;
  • Create the data elements (instruments, curves and portfolio hierarchies) required to calculate CRM adjusted RWA for Internal Ratings Based (IRB) Banking Book
  • Model assets of various types within the calculation engine
  • Create customized reports in the IBM ACCRC reporting tool

Audience

This course is targeted at individuals with an understanding of Basel II regulations and associated data elements. These individuals will typically serve as members of the implementation team. Typical job roles include credit risk managers, credit analysts, financial analysts, financial engineers, business analysts, integration engineers, system support administrators, compliance analysts, capital analysts, risk analysts and regulatory reporting officers.

Skills Gained

Please refer to Course Overview.

  • *** For inquiries and scheduling for this course,
  • please contact wfssedu@us.ibm.com ***
  • This is an IBM ISDR course.

Prerequisites

The student must complete the course:

  • Foundations of RiskWatch

Related Courses

 

Thinking about Onsite?

If you need training for 3 or more people, you should ask us about onsite training. Putting aside the obvious location benefit, content can be customised to better meet your business objectives and more can be covered than in a public classroom. It's a cost effective option.

Submit an enquiry from any page on this site, and let us know you are interested in the requirements box, or simply mention it when we contact you.

Upcoming Dates

  • GREEN This class is Guaranteed To Run.
  • SPVC - Self-Paced Virtual Class.
  • Click a Date to Enroll.
Course Location Days Cost Date
Live Virtual Live Virtual3 2250 £2250 2019-09-23
Live Virtual Live Virtual3 2250 £2250 2019-10-28
Live Virtual Live Virtual3 2250 £2250 2019-11-25
Live Virtual Live Virtual3 2250 £2250 2019-12-10
Live Virtual Live Virtual3 2250 £2250 2020-01-22
Live Virtual Live Virtual3 2250 £2250 2020-01-28