EncartaLabs

IBM Algorithmics Algo Scenario Engine

By attending IBM Algorithmics Introduction to Algo Scenario Engine workshop, Delegates will learn 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

By attending IBM Algorithmics Modeling for Algo Scenario Engine workshop, Delegates will learn to:

  • Describe the databases within ASE and the role of each within AlgoOne
  • Identify elements in batch processing affecting scenario generation
  • Demonstrate the creation of a single-step MonteCarlo scenario set
  • Demonstrate the creation of a multi-step MonteCarlo scenario set
  • Construct conditional scenarios
  • Build Risk Neutral scenarios
  • Assemble Standard Shift Scenarios
  • Use the command line interface to ASE to facilitate data export
  • Transfer data between ASE and RW
  • Use Algorithmics documentation to navigate ASE models and options

  • Knowledge of IBM RiskWatch
  • Basic knowledge of UNIX

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

COURSE AGENDA

IBM Algorithmics Introduction to Algo Scenario Engine
(Duration : 1 Day)

1

Introduction to ASE and Navigation

2

Understanding the Input data for scenario generation

3

Breaking down ASE into its components

  • Blocks/ Models/ Estimations/ Transformations
4

Understanding and bringing all the components together in Scenario Generators and Scenario Sets

5

Creating Historical Scenarios through deeper analytics

6

Creating Monte Carlo Scenarios through deeper analytics

7

Understanding how ASE integrates with RW

8

Blocks/ Models/ Estimations/ Transformations

IBM Algorithmics Modeling for Algo Scenario Engine
(Duration : 1 Day)

1

Review of ASE GUI and environment

2

Discuss Input data requirements for scenario generation in ASE

3

Review of ASE into its components

  • Blocks/ Models/ Estimations/ Transformations/Scenario Generator
4

Blocks/ Models/ Estimations/ Transformations/Scenario Generator

5

Bring all the components together in Scenario Sets

6

Create single and multi-step Monte Carlo Scenarios through deeper analytics

7

Construct conditional scenarios

8

Build Risk Neutral scenarios

9

Assemble Standard Shift Scenarios

10

Transfer data between ASE and RiskWatch

Encarta Labs Advantage

  • One Stop Corporate Training Solution Providers for over 4,000 Modules on a variety of subjects
  • All courses are delivered by Industry Veterans
  • Get jumpstarted from newbie to production ready in a matter of few days
  • Trained more than 50,000 Corporate executives across the Globe
  • All our trainings are conducted in workshop mode with more focus on hands-on sessions

View our other course offerings by visiting http://encartalabs.com/course-catalogue-all.php

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

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