Risk & Compliance Platform
Risk & Compliance Platform - 350-Chapter Course
Practitioner-grade training covering Market Risk, Credit Risk, Business Process Management, Transaction Surveillance, Credit Insurance, Risk-as-a-Service and Liquidity Risk — designed for energy, commodity and capital markets.
Level: Foundation → Expert • Delivery: Self-paced & Enterprise Cohorts
Why learn Risk & Compliance platforms?
Enterprise-grade platforms for managing market risk, credit risk, liquidity, compliance, surveillance, insurance and treasury across energy, commodity and capital markets. This course teaches how Risk & Compliance Platform systems are configured, integrated and operated in real production environments.
Practitioner & Enterprise-Focused
From trade ingestion and valuation to risk, treasury, compliance and insurance — all mapped to CubeLogic modules used by real firms.
Integration-First by Design
Gravitas ETRM, TRM, ETRM, ERP, market data, GL and cloud integrations using APIs, event streams and workflow orchestration.
Hands-on Analytics & Risk Labs
Valuation, VaR, PFE, XVA, liquidity stress, margin forecasting, surveillance alerts and treasury scenarios using realistic datasets.
Career & Role Impact
Designed for professionals targeting roles in market risk, credit, treasury, surveillance, insurance, and risk technology leadership.
Curriculum — Full 350-Chapter Program
Expand any module to view all chapters. Each chapter maps to real CubeLogic platform capabilities, workflows and regulatory expectations.
MODULE 1 — Market Risk & Valuation (VaR, Stress, P&L, Greeks) (1–50)
1. Introduction to Market Risk in Trading Firms
2. Role of Market Risk in Energy & Commodity Markets
3. Market Risk vs Credit & Liquidity Risk
4. Regulatory Drivers for Market Risk (Basel, FRTB, Internal Limits)
5. CubeLogic RiskCubed Market Risk Architecture
6. Valuation Concepts: MTM, Accrual & ARAP
7. Trade Lifecycle & Valuation Dates
8. Clean vs Dirty Pricing Explained
9. Commodity Pricing Fundamentals
10. FX & Cross-Currency Valuation Concepts
11. CubeCalc SV Architecture Overview
12. Curve Construction Framework
13. Bootstrapping & Interpolation Techniques
14. Extrapolation & Long-Dated Curves
15. Forward Curve Consistency & Market Data
16. Curve Mapping, Aliasing & Proxying
17. Volatility Curves & Surfaces
18. Interest Rate Curves & Discounting
19. Internal Valuation Models
20. External Valuation APIs & Hybrid Models
21. Introduction to Risk Sensitivities
22. Delta, Gamma & Vega Explained
23. Theta & Rho in Commodity Context
24. Closed-Form Greeks vs Numerical Methods
25. Aggregation of Greeks Across Portfolios
26. Greeks Reporting by Desk, Book & Commodity
27. Position Management Fundamentals
28. Unit Normalization & Conversion
29. Aggregation Across Books & Portfolios
30. Daily P&L Calculation Logic
31. Intraday (Dirty) P&L Explained
32. Realized vs Unrealized P&L
33. P&L Attribution & Explain Analysis
34. Historical P&L Tracking (WTD, MTD, YTD)
35. Multi-Currency P&L Reporting
36. Market Stress Testing Concepts
37. Stress Scenario Design & Governance
38. Curve Shock Profiles (Absolute & Relative)
39. Time-Based Shock Definitions
40. Market Stress MTM & P&L Impact
41. Integration of Market Stress into Credit Risk
42. Introduction to Value at Risk (VaR)
43. Parametric (Delta-Normal) VaR Model
44. Volatility Estimation using EWMA
45. Correlation Matrix Construction
46. Portfolio VaR Aggregation
47. VaR Decomposition (Absolute, Incremental, Marginal)
48. Diversification & Concentration Effects
49. Integration with ETRM & Risk Ecosystems
50. End-to-End Market Risk & Valuation Capstone
MODULE 2 — Credit Risk, Collateral & PFE (51–100)
51. CubeLogic RiskCubed Platform
52. Credit Risk in Trading & Enterprise Context
53. Enterprise-Wide Credit Risk Architecture
54. Credit Risk Data Model Fundamentals
55. RiskCubed Deployment & Environment Setup
56. Counterparty Master & Legal Entity Modeling
57. Legal Agreements & Credit Documentation (ISDA, CSA)
58. Credit Limits & Exposure Types
59. Trade & Transaction Integration (ETRM, ERP)
60. Exposure Calculation Framework
61. Netting & Aggregation Logic
62. Credit Breach Detection & Alerts
63. Pre-Deal Credit Checks
64. Historical Exposure Trend Analysis
65. Credit Risk Dashboards & Reporting
66. Introduction to Credit Scoring in CubeLogic
67. Multidimensional Scorecards
68. Financial Spreading & Ratio Analysis
69. External Data Provider Integration
70. Qualitative Credit Assessment
71. Peer Comparison & Benchmarking
72. Governance of Credit Policies & Overrides
73. Collateral Management Overview
74. CSA Configuration & Rules Engine
75. Supported Collateral Types
76. Automated Margin Call Workflow
77. Interest Calculation on Cash Collateral
78. Margin Disputes & Resolution
79. Collateral Optimization Strategies
80. Stress & What-If Analysis on Collateral
81. Cash Collections Module Overview
82. Invoice & Receivables Integration
83. Collections Performance Dashboards
84. Intelligent Dunning & Automation
85. Linking Collections to Credit Decisions
86. Introduction to Potential Future Exposure (PFE)
87. Single-Factor Risk Models
88. Forward Curve Simulation
89. Monte Carlo Simulation Framework
90. Pricing Standard Contracts Under Simulation
91. Aggregation Across Time Horizons
92. Netting & Settlement Adjustments in PFE
93. Correlation Across Commodities
94. PFE Reporting & Drill-Down Analysis
95. Diagnostic Outputs & Data Export
96. Stress Testing & Shock Scenarios
97. Integration with ETRM & Risk Ecosystems
98. Operational Controls & Governance
99. Performance, Scalability & Cloud Readiness
100. End-to-End Credit Risk & PFE Capstone
MODULE 3 — BPM & Workflow (Reference Data, Rules Engine) (101–150)
101. Introduction to Business Process Management in Trading Firms
102. Role of BPM in Risk, Credit & Compliance Control
103. CubeLogic BPM & Workflow Architecture Overview
104. Reference Data vs Master Data Explained
105. Enterprise Data Domains & Ownership
106. Counterparty Master Data Management
107. Legal Entity & Group Hierarchies
108. Contract & Agreement Reference Data
109. Credit Limits, Thresholds & Exposure Attributes
110. Product, Instrument & Commodity Reference Data
111. Calendars, Markets & Holiday Management
112. Country, Region & Regulatory Reference Data
113. Collateral & Margin Reference Data
114. Extensible Data Models & Custom Fields
115. Document Management & Evidence Linking
116. Access Control & Role-Based Permissions
117. Segregation of Duties (SoD)
118. Full Audit Trail & Change History
119. Data Lineage & Impact Analysis
120. Data Quality Controls & Validation Rules
121. Workflow Engine Concepts & Capabilities
122. Visual Workflow Designer Overview
123. Multi-Step & Multi-Path Workflows
124. Conditional Routing & Decision Points
125. Parallel vs Sequential Approval Flows
126. SLA Tracking & Time-Based Escalations
127. Email, Desktop & Mobile Workflow Actions
128. Introduction to the CubeLogic Rules Engine
129. Visual Rule Builder & Rule Authoring
130. Data Transformation & Enrichment Rules
131. Derived Fields & Calculated Attributes
132. Payment Term & Invoice Rule Examples
133. Credit & Risk Decision Rules
134. Rule Versioning & Governance
135. Counterparty Onboarding Workflow
136. Credit Application & Approval Workflow
137. Legal Contract Onboarding Workflow
138. Pre-Deal Check & Approval Workflow
139. Limit Approval & Exception Management
140. Regulatory Submission Workflows (EMIR, REMIT)
141. Decision Support Concepts in CubeLogic
142. Integration with RiskCubed Analytics
143. Integration with ETRM Platforms (Gravitas ETRM, TRM)
144. Integration with ERP & Finance Systems
145. Orchestrating Cross-System Business Processes
146. BPM Governance & Operating Model
147. Performance, Scalability & High-Volume Processing
148. Regulatory Compliance & Audit Readiness
149. Best Practices for BPM Implementation
150. End-to-End BPM & Workflow Capstone Case Study
MODULE 4 — CubeWatchTS Surveillance (MAR / REMIT Mapped) (151–200)
151. Introduction to Transaction Surveillance in Energy & Commodity Markets
152. Why Commodity Surveillance Differs from Equities & FX
153. Overview of Market Abuse Regulation (MAR)
154. Overview of REMIT for Energy Markets
155. MAR vs REMIT — Scope, Overlaps & Boundaries
156. CubeWatchTS Platform Architecture Overview
157. Trade & Order Data Ingestion (Exchange & OTC)
158. Broker Platforms & Bilateral Trade Feeds
159. Physical Market Data Integration
160. Asset, Transport & Capacity Reference Data
161. Urgent Market Messages (UMMs) & Event Feeds
162. Entity, Trader & Account Mapping
163. Multi-Level Pattern Detection Approach
164. Behavioural Baselines & Peer Group Modelling
165. Instrument Decomposition (Quarter → Month → Day)
166. Product Class Grouping & Normalisation
167. Cross-Market & Cross-Commodity Relationships
168. Reducing False Positives Through Contextual Analysis
169. Insider Trading Detection (MAR Article 8)
170. Misuse of Inside Information & Timing Analysis
171. Spoofing & Layering Patterns (MAR Article 12)
172. Wash Trades & Circular Trading
173. Marking the Close & Settlement Manipulation
174. Momentum Ignition & Price Ramping
175. REMIT Prohibited Practices Overview
176. Capacity Hoarding & Withholding Detection
177. False or Misleading Market Signals (REMIT)
178. Physical Position vs Trading Behaviour Mismatch
179. UMM Timing vs Trade Behaviour Analysis
180. Surveillance with Partial or Incomplete Market Data
181. Detection of Collusive Trading Behaviour
182. Spread, Arbitrage & Cross-Product Abuse
183. Correlation & Network Analysis Techniques
184. Emerging & Hybrid Market Abuse Strategies
185. Alert Generation & Risk Scoring
186. Alert Prioritisation & Triage
187. Drill-Down Analysis & Evidence Reconstruction
188. Case Creation & Lifecycle Management
189. Analyst Investigation Methodology
190. Escalation to Compliance & Legal Teams
191. Regulatory Reporting & Interaction (ACER, NCAs)
192. Audit Trails & Supervisory Inspections
193. Surveillance Governance & Control Framework
194. Model Calibration & Ongoing Tuning
195. Surveillance KPIs & Effectiveness Metrics
196. Integration with ETRM & Risk Platforms
197. Privacy, Ethics & Proportional Surveillance
198. Operating Model & Compliance Centre of Excellence
199. Regulatory Examination Readiness
200. End-to-End CubeWatchTS Surveillance Capstone
MODULE 5 — Credit Insurance Platform (Underwriting, Portfolio, Claims) (201–250)
201. Introduction to Trade Credit & Surety Insurance
202. Trade Credit vs Surety Bonds — Key Differences
203. Credit Insurance Business & Operating Model
204. Role of Technology in Modern Credit Insurance
205. CubeLogic Credit Insurance Platform Overview
206. End-to-End Platform Architecture
207. Modular Design & Configuration-Driven Setup
208. Deployment Models (Cloud vs On-Prem)
209. User Roles, Permissions & Access Control
210. Audit Trails, Security & Compliance
211. Digital Client & Broker Onboarding
212. Customer Knowledge Base (KYC / KYB)
213. Corporate Structure & Ownership Modelling
214. Buyer & Obligor Risk Profiles
215. External Financial & Credit Data Integration
216. Data Validation, Refresh & Exception Handling
217. Credit Risk Frameworks for Insurers
218. Multi-Model Credit Scoring Approach
219. Quantitative Financial Risk Models
220. Qualitative Risk Factors & Expert Judgment
221. Peer Comparison & Industry Benchmarking
222. Market, Country & Macro Risk Integration
223. Risk Appetite Rules & Underwriting Thresholds
224. Explainable Credit Decisions & Transparency
225. Underwriting Lifecycle Overview
226. Workflow Design for Credit & Surety Products
227. Broker Interaction & Information Requests
228. Delegated Authorities & Approval Routing
229. Credit Committee Pack Generation
230. Conditions Precedent & Binding Controls
231. Policy Creation & Coverage Structures
232. Surety Bond Issuance & Amendments
233. Portfolio Exposure Aggregation
234. Concentration & Accumulation Risk
235. Scenario & Stress Testing for Insurers
236. Risk Monitoring & Early Warning Indicators
237. Integration with Reinsurance & Capital Models
238. Management & Regulatory Reporting
239. Claims Lifecycle Overview
240. Claims Workflow Automation
241. Documentation & Evidence Management
242. Fraud Detection & Loss Avoidance
243. Claims Settlement & Payout Processing
244. Back-Office & Accounting Integration
245. Decision Support & Risk-Adjusted Pricing
246. Governance, Controls & Model Oversight
247. Operational KPIs & Performance Metrics
248. Platform Customization & Product Expansion
249. Operating Model & Change Management
250. End-to-End Credit Insurance Platform Capstone
MODULE 6 — Risk-as-a-Service (RaaS) (Cloud Risk Analytics & XVA) (251–300)
251. Introduction to Risk-as-a-Service (RaaS)
252. Evolution of Risk Platforms: On-Prem to Cloud
253. Business Drivers for RaaS Adoption
254. Regulatory Pressure & Risk Analytics Rigor
255. RaaS vs Traditional Risk Systems
256. CubeLogic RaaS Platform Overview
257. End-to-End RaaS Architecture
258. Client Systems, Feeds & Integration Points
259. Trade & Position Data Ingestion
260. Market & Reference Data Connectivity
261. Valuations as a Service (MTM & P&L)
262. FX & Volumetric Conversion Services
263. Portfolio Aggregation & Slicing Services
264. Historical Risk Analysis in RaaS
265. Dashboards, Charting & Reporting Services
266. VaR as a Service — Use Cases & Design
267. Parametric VaR in a Cloud Model
268. Volatility & Correlation Estimation Services
269. Stress Testing as a Service
270. What-If Analysis & Scenario Services
271. Credit Risk Analytics in RaaS
272. PFE Simulation as a Service
273. CVA, DVA & XVA Overview
274. XVA Calculations for Tier-1 & Tier-2 Firms
275. Netting, Collateral & Legal Awareness in RaaS
276. Real-Time vs End-of-Day Risk Analytics
277. Real-Time Exposure & Limit Monitoring
278. Intraday Risk Recalculation Triggers
279. Supporting Ultra-Volatile Markets
280. Performance Trade-offs in Real-Time Risk
281. Cloud Elasticity & On-Demand Scaling
282. Cost Optimization vs On-Prem Risk Systems
283. High-Performance Compute for Simulations
284. SLA Management & Service Monitoring
285. Resilience, Availability & Disaster Recovery
286. Regulatory Outsourcing Guidelines (EBA, PRA)
287. Vendor Risk Management for RaaS
288. Model Validation & Independent Oversight
289. Data Security, Privacy & Access Controls
290. Audit Trails & Supervisory Inspections
291. RaaS Operating Model Design
292. Integration with Front-to-Back Systems
293. Migration from Legacy Risk Platforms
294. Phased Adoption & Quick Wins
295. Supporting Multi-Entity & Multi-Region Firms
296. Tier-1 & Tier-2 RaaS Case Studies
297. Buy-Side & Trading Firm Use Cases
298. Future of Cloud-Based Risk Analytics
299. AI & Advanced Analytics in RaaS
300. End-to-End RaaS Capstone Case Study
MODULE 7 — Liquidity Risk & Treasury Cube (Cash, Margin, Funding) (301–350)
301. Introduction to Liquidity Risk in Trading Firms
302. Liquidity Risk vs Funding Risk vs Solvency Risk
303. Treasury Function in Energy, Commodity & Capital Markets
304. Regulatory Drivers for Liquidity Risk (Margin, Clearing, Capital)
305. Interaction of Market, Credit & Liquidity Risk
306. CubeLogic Treasury Cube Overview
307. Treasury Cube Architecture & Integration Points
308. Treasury Data Model: Cash, Margin, Collateral & Debt
309. Legal Entities, Bank Accounts & Cash Pools
310. Multi-Currency Cash Position Management
311. Sources & Uses of Cash in Trading Organizations
312. Futures Initial & Variation Margin Cashflows
313. Exchange Margin Call Cycles
314. CSA & Bilateral Margin Cashflows
315. OTC vs Exchange Liquidity Profiles
316. Intraday vs End-of-Day Cash Movements
317. Liquidity Forecasting Concepts & Time Horizons
318. Forward Cash Requirement Projections
319. Margin Forecasting Under Market Volatility
320. Linking Market Risk Scenarios to Cash Needs
321. Liquidity Gap Identification & Shortfall Analysis
322. Liquidity Stress Testing Frameworks
323. Market Shock Impact on Liquidity
324. Credit Downgrade & Liquidity Impact
325. Combined Market–Credit–Liquidity Stress
326. Survival Horizon & Liquidity Buffers
327. Short-Term vs Long-Term Funding Sources
328. Credit Facilities, Revolvers & Liquidity Lines
329. Debt Instruments & Funding Costs
330. Bank Netting, Cash Concentration & Sweeps
331. Collateral Usage & Liquidity Optimization
332. Integration with General Ledger (GL)
333. Reconciling Risk Cashflows vs Accounting Cashflows
334. Treasury Controls & Approval Workflows
335. Liquidity Limit Frameworks
336. Early Warning Indicators & Triggers
337. Cash Collections Module Overview
338. Invoice & Receivables Integration (ERP)
339. Invoice Ageing Analysis & Liquidity Impact
340. Customer Segmentation & Collections Risk
341. Intelligent Dunning & Automation
342. Treasury Dashboards & Liquidity KPIs
343. Daily Liquidity Reporting for Management
344. Stress & Contingency Reporting
345. Treasury Decision Support & Playbooks
346. Integration with RiskCubed Market & Credit Analytics
347. Liquidity Risk Governance Framework
348. Controls, Audit Trails & Regulatory Reporting
349. Treasury Operating Model & Centre of Excellence
350. End-to-End Liquidity Risk & Treasury Cube Capstone
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Practitioners with extensive CubeLogic/Gravitas ETRM experience across trading desks and large-scale ETRM implementations.
Includes: Labs, runbooks, realistic datasets, and enterprise playbooks.
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Email: contact@durgaanalytics.com • For enterprise: contact@durgaanalytics.com