IBM Algorithmics Foundations of RiskWatch G1002G

1 days


*** For inquiries and scheduling for this course, please contact ***

This is an IBM ISDR course.

In version 255, IBM Algo Risk Application introduced a series of new capabilities, including the ability to see properties of financial instruments, create new instruments and include them in simulations, define and process new scenarios and assess critical scenarios. This course follows the introductory course, providing both the opportunity to become familiar with the newest features and braoder experience with the overall application.


This advanced course is primarily for a market risk manager or portfolio manager. Anyone who uses the IBM® Algo Risk Application to perform their duties will find this course of interest. For those on the implementation team who will be defining or implementing reports, making quantitative or architectural decisions, or performing quantitative validation, this course is essential.


You should have:

  • A basic knowledge of risk management principles such as Value-at-Risk, scenario analysis, and derivatives is presumed.

Completion of:

  • Introduction to Algo Risk Application course is required.

Course Outline

  • Navigate the IBM Algo Risk Application to produce desired reports
  • Articulate the underlying what-if architecture and workflows, describing how they support critical features and processes
  • Perform a Drill-Through using a sample data set to view instrument attributes and underlyings, investigate scenario sets and visualize component risk factors
  • Perform on demand analysis of individual risk factors in a portfolio context
  • Add assets (previously simulated) to an existing sample portfolio using what-if methods
  • Add new assets (not previously simulated) to an existing sample portfolio using what-if deal features
  • Demonstrate the creation new scenarios for a sample market event against a sample portfolio using what-if scenarios
  • Refine a scenario set to isolate specific trigger times or instruments to solve a sample business problem using what-if scenarios
  • Describe the "Critical Scenarios" feature and its benefits
  • Use Critical Scenarios to create new scenarios using combinations of existing scenarios, apply various criteria to the selection and combination of scenarios
  • Compare VaR measures across two dates using multi-context enhancements
  • Explore a sample portfolio's risk profile using attribution
  • Describe new graphical representations of VaR
  • Use the scheduler to automatically create and save reports on a regular basis
  • Utilize the Rule Based Reporting functionality

*** For inquiries and scheduling for this course, please contact ***

This is an IBM ISDR course.

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 Virtual1 750 £750 2019-09-18
Live Virtual
Live Virtual1 750 £750 2019-11-18
Live Virtual
Live Virtual1 750 £750 2020-01-20