[FA220] ARENA Risk Cube for Market Risk

Duration of Course: One day

Course Covers

The ARENA Risk Cube solution includes a service for importing results, a staging database for storing results and an OLAP cube for processing these results. The following steps are covered in this course for market risk using the ARENA Risk Cube for reporting in Front Arena:

  • Processing and extraction of different types of scenarios, market value, theta, and profit and loss results from Front Arena
  • Storage of all calculated values along with position/trade and book structure attributes in a result database
  • Processing of the Risk Cube, fetching all values for the calculation of market risk and other risk metrics
  • Creating risk reports and navigating the Risk Cube using reporting tools

The course also covers how to navigate the Risk Cube using standard reporting tools, for example, Excel. Tools such as Performance Point from Microsoft, used to create risk management dashboards, are also covered.

Goal of the Course

After completing this course the participant will have gained understanding of the ARENA Risk Cube solution, including what it is, how it can be used and what is needed in terms of infrastructure to install and set it up.

Target Audience

This course is intended for anyone interested who needs to understand and use this functionality in Front Arena, including end users and application managers.

Required Knowledge Level

Basic AEF knowledge is required, such as AEF Base or similar. Some understanding of different financial risk measures is advantageous.

Type of Course: Technical/functional

Certification Exam Details: AEF Base Certification