For clients who missed our webinar on reconciling other comprehensive income (OCI) within our ALM product, can now watch the webinar here. Other comprehensive income (OCI) is one of the most complex aspects of managing a balance sheet. After recent client queries, this webinar explores how to reconcile OCI through an understanding of its components and how to use View Calculations to validate instrument-level fields. The webinar also provides a summary and trending developments in ALM’s implementation of ASC815 hedging.

The September 2023 issue of Pathways is now available! For this month’s case study, Aaron Leclair provides a detailed reference guide for developers who want to plug custom models into PolyPaths. In addition to our core analytics, clients can seamlessly overlay their own models into the system through a set of available APIs that include prepayment, delinquency, and loss models; deposit decay and coupon rate functions; custom cash flow waterfall engines; and programmatic override of PolyPaths fields either prior to or after calculations are run. To access the newsletter please click here.

If you would like to be added to the distribution list, please email pathways@polypaths.com.

Please join us on Thursday, September 14th for an in-depth overview of how to reconcile other comprehensive income (OCI) in PolyPaths ALM. Full details and registration information is available here.

The August 2023 issue of Pathways is now available! This month’s case study rises to the challenge of attributing period-over-period change in risk and return metrics to applicable market factors and their levels. In this month’s case study, Parmeet Singh extends this attribution exercise to PolyPaths’ income simulation tool, leveraging its rich reporting framework to gain a better understanding of the drivers of portfolio performance. To access the newsletter please click here.

If you would like to be added to the distribution list, please email pathways@polypaths.com.

PolyPaths supports a large library of fields which can be used as pricing anchors in single security analysis and this flexibility is only compounded further through our Pricing Method functionality. Clients can now watch our webinar here to learn how to leverage not only the core features of PolyPaths’ Pricing Method functionality, but also take advantage of the latest enhancements we’ve implemented for SOFR support and seamless Pricing Method integration between AppPort, BatchCal, and Enterprise.

The July 2023 issue of Pathways is now available! In this month’s issue, Andy Lui provides an in-depth look at a new asset class added in PolyPaths version 7.13: TBA Futures. These futures provide a potential way to hedge mortgage exposure, and the case study reviews the market data, underlying indicatives, and pricing and risk features associated with them. To access the newsletter please click here.

If you would like to be added to the distribution list, please email pathways@polypaths.com.

By allowing a borrower to lock a known mortgage rate, mortgage rate locks serve as a powerful tool for potential borrowers to hedge from interest rate risk as a loan progresses through a mortgage pipeline from offering to closing. Clients can now watch our webinar mortgage rate locks here.

Please join us on Thursday, July 13th to walk through benchmark pricing and related automations within PolyPaths. Full details and registration are available here.

The June 2023 issue of Pathways is now available! In this month’s issue, David Oh highlights the myriad ways PolyPaths’ BGM interest rate process can be configured to model the dynamics of the yield curve under any rate paradigm be it SOFR, Treasury, yield curve inversions, or low interest rate environment. To access the newsletter please click here.

If you would like to be added to the distribution list, please email pathways@polypaths.com.

PolyPaths ALM supports customer-specific additional data accounts which can be utilized in creating inputs to a forecast, connecting inputs to targets, building metrics like LCR (Liquidity Coverage Ratio), storing intermediate/final results, or embedding spreadsheets used outside of ALM. Clients can now watch our webinar here to learn more.