IBM Algorithmics Introduction to Algo Scenario Engine G0201G

Duration: 
1 days
Codes: 
G0201G

Overview

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

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.

Audience

This intermediate course is aimed at finance individuals, including risk managers, trading analysts, investment managers, and financial analysts.

Skills Gained

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.

Prerequisites

You shoud have a foundation of RiskWatch or equivalent.

Basic knowledge of UNIX is required.

Related Courses

 

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Upcoming Dates

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Course Location Days Cost Date
Live Virtual Live Virtual1 750 £750 2019-09-18
Live Virtual Live Virtual1 750 £750 2019-10-24
Live Virtual Live Virtual1 750 £750 2019-11-18
Live Virtual Live Virtual1 750 £750 2019-12-06
Live Virtual Live Virtual1 750 £750 2020-01-20