IBM Algorithmics Algo One

The IBM Algorithmics Regulatory Capital Modeling in Algo One Training course is designed to provide attendees 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).

The IBM Algorithmics Integrating Algo One training course introduces Delegates to Algo Components for Market Analytics and the services, architecture and trouble shooting skills needed to manage the product on a day to day basis. In addition, it gives Delegates an overview of the use of components like DM, IDM, ASE and RW. This course covers all aspects of the data flow for Algo Market Analytics up to reporting stages.

By attending IBM Algorithmics Regulatory Capital Modeling in Algo One workshop, Delegates will learn 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

By attending IBM Algorithmics Integrating Algo One workshop, Delegates will learn to:

  • Input data and Components
  • Starting and stopping services
  • Troubleshooting services
  • Algo Commands
  • Log files, directory structures and best practices
  • Component configuration files
  • Algo TOP and Algo HOME concepts

  • Knowledge of windows, Unix and Linux at the command prompt being familiar with systems support and infrastructure

IBM Algorithmics Regulatory Capital Modeling in Algo One course is targeted at individuals with an understanding of Basel II regulations and associated data elements. 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.

IBM Algorithmics Integrating Algo One course is designed for technical support, operators and SE's that need a good understanding of our Market Analytics Architecture.


IBM Algorithmics Regulatory Capital Modeling in Algo One
(Duration : 3 Days)


Day 1

  • Introduction
  • Review of framework and required input data
  • Navigation and set-up in the calculation engine
  • Modeling of a position in RiskWatch (CRC Calculation Engine) for Basel 2 compliance
    • Cross-References and Linkages between Counterparties, Exposures, Mitigants, Facilities
    • Regulatory Parameters
    • Results for the various approaches B2 STD, B2 FIRB, B2 AIRB
    • Determining calculation procedures for RWA and EAD
    • Modeling of various instruments in CRC Calculation engine (Banking Book)
    • Valuation in multiple approaches

Day 2

  • Modeling of Various Instruments/Transactions in RiskWatch (CRC Calculation Engine) - cont
    • Trading book (OTC Derivatives, Repos)
  • Credit Risk Mitigation
    • Mitigation in Basel accord
    • Modeling mitigants in CRC calculation engine
    • Mitigation modes
  • Stress Testing in RiskWatch (CRC Calculation Engine)

Day 3

  • Pillar 2 Functionality in CRC
  • Basel 3 Extension in CRC
  • Datamart in CRC
    • Retail pooling
    • Onboarding
  • Regulatory and Management Reports
    • Editing management reports in ARA
    • Regulatory Reports validation and querying
IBM Algorithmics Integrating Algo One
(Duration : 3 Days)


Install procedures

  • Input Data Manager - (IDM)
  • Access Control Server - (ACS)
  • Access Control Manager - (ACM)
  • Universal Data Server - (UDS)
  • Algo Scenario Engine - (ASE)
  • Risk Watch - (RW)
  • AlgoBatch - (ABE)
  • Algo Risk Application - (ARA)
  • Standard installation pre-requisites
  • Deploying Algo Top
  • Configuration with Algo Setup
  • Directory structures
  • Component config files

Maintaining and Algo One Implementation

  • Patching concepts
  • Component patches
  • Licensing
  • Database patches
  • Migration
  • Best Practices

Batch Development and Maintenance

  • Algo Batch Concept
  • Creating a batch stream
  • Running and maintaining Algo Batch Streams
  • Troubleshooting a production Batch
  • ARA - quick overview

Encarta Labs Advantage

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Contact us for delivering this course as a public/open-house workshop/online training for a group of 10+ candidates.