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G1404G - Using Algo Workspace Analyzer for FRTB v3.0

Overview

Duration: 1 day

This is an IBM ISDR course. IBM Algorithmics Workspace Analyzer is an advanced aggregation application. In this one day course participants will learn to use the functionality of Workspace Analyzer for reporting on minimum capital requirements for market risk under the Fundamental Review of the Trading Book (FRTB) requirements. The participants will review sample reports, and learn how to modify and create reports and collaborative views. In particular, participants will learn how to set up sandbox environments, dynamically aggregate data and create and share reports of various types. Hands-on learning experience will complement the training.

Objectives

Please refer to course overview.

Audience

This course is aimed at finance individuals and business users in risk management, reporting and compliance functions.

Content

  • Overview of IBM Algorithmics Workspace Analyzer framework
  • Review of input data and portfolio structure
  • Review of measures and scenarios
  • Review of template FRTB reports for Total Capital Charge, IMCC, SBA, DRC, etc.
  • Review of backtesting and P&L attribution reports
  • Creation and modification of reports with specific FRTB functionality in Workspace Analyzer
  • Review of reporting functionality in a sandbox environment
  • Adding functionality to reports

Prerequisites

Participants should have basic knowledge of risk management principles, regulatory reporting requirements,and financial products and markets.

Certification

Schedule

Show Schedule for:




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