“The Allegro 8 architecture was a key factor in our selection of Allegro. We required a fully integrated front-to-back office solution that would ensure business efficiency and enable the flow of accurate information across our enterprise.”

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Risk Management Learning Path (ACP-RM) PDF Print E-mail

Understanding how to identify and limit exposure to risk is a complex task.  The Risk Management learning path will provide participants knowledge on how to utilize Allegro to manage aspects of energy trading risk including monitoring portfolio price exposure.

RM201 Price: Forward Curves

The purpose of this course is to provide the participants with the knowledge and skills necessary to configure position valuations. After completing this course, the participant will be able to:

  • Configure a forward curve
  • Configure currencies
  • Configure interest rates
  • Configure and calculate volatilities and correlation
Duration: 80 minutes
RM202 Positions: Valuation & Disaggregation

The purpose of this course is to provide the participant with the knowledge and skills necessary to configure portfolio valuations. After completing this course, the participant will be able to:

  • Configure valuation modes and valuation segments
  • Configure valuation segments for optimal performance
  • Utilize multiple valuation modes for reporting
  • Manually invoke a valuation using the Process Manager
Duration: 35 minutes
RM301 Position: Mark to Market

The purpose of this course is to provide the participant with the knowledge and skills necessary to review and analyze the results of a position valuation. After completing this course, the participant will be able to:

  • Utilize Allegro’s Mark-to-Market reports (views)
  • Generate ad-hoc M2M on a trade
Duration: 20 minutes
RM302 Position: Exposure

The purpose of this course is to provide the participant with the knowledge and skills necessary to configure, review and evaluate position exposure. Participants will learn how to:

  • Configure position reports for view exposure
  • Perform value-at-risk (VaR) calculations
  • Interpret VaR reporting
Duration: 20 minutes
RM401 Credit

Credit risk management has become an essential component of business success.  In this course, participants will learn how to use Allegro’s credit module to evaluate your company’s exposure to counterparty credit risk. Participants will learn how to:

  • Understand the basics of credit risk management
  • Configure Credit parameters
  • Configure counterparty with credit limits and assign collateral
  • Evaluate credit exposure reports
  • Capture elements required for completion of the S&P Liquidity report
Version: 8.1
Duration: 45 minutes
RM402 Simulation

In this course, participants will learn how to “stress” their portfolio by simulating adjustments (up and down) to various parameters impacting position and market value.   Participants will learn how to generate “on-the-fly” simulations as well as how to configure and reuse simulations.

Duration: 15 minutes