Fixed Income Analytical Solutions
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WHAT OUR CLIENTS SAY

 “We switched to PolyPaths based on their strong ability to match market values, produce reliable risk measures, and their great customer focus and support.  We looked at the other systems we identified that could produce valuation and risk measures for a complex set of financial instruments and PolyPaths provided the best tradeoffs between coverage, fidelity to capital market practices, actual  experience on the street, price, database support and client support.  No other vendor matched all these very important dimensions as well as PolyPaths.”

Jim Zaikoski
Market Risk Officer
Federal Home Loan Bank of Seattle

Trading & Risk Management


Trading & Risk Management

PolyPaths offers a versatile and easy-to-use software platform for fixed income portfolio analysis and risk management that meets a diverse set of needs for bond and derivative traders, risk managers and portfolio managers.  Analysis includes scenario shocks, relative value analysis, pricing, hedging, risk management and returns attribution. PolyPaths Trading & Risk Management solutions are designed to perform risk analytics on a wide variety of fixed income instruments and can scale from small hedge funds to major banks and broker/dealers. 


PolyPaths Trading & Risk Management combines tremendous flexibility with comprehensive analytic rigor and includes:


COMPREHENSIVE INSTRUMENT COVERAGE

It covers a wide variety of fixed income securities, loans, and derivatives, including, but not limited to, MBS, ARM, CMO, ABS, CMBS, Treasury, corporates, munis, structured notes, agency debt, options, currency options, futures, swaps, cross currency swaps and foreign currency denominated securities. In addition, users can load and value mortgage servicing rights and whole loan portfolios.


COMPREHENSIVE RISK AND RETURN ANALYTICS

It employs leading-edge interest rate models for pricing and risk analytics. The wide array of risk and return measures are used daily by active market participants for trading and hedging decisions. The solution can also perform credit analysis with user assumptions or third‐party credit models. In addition, PolyPaths offers historical return and return attribution analytics for buy-side applications.


SPEED & SCALABILITY

PolyPaths' Distributed Processing system is designed to handle large scale calculation jobs. The robust parallel processing architecture can support grids with hundreds of processors and comes with a web‐based management console that continuously monitors the status of the entire grid greatly reducing administrative overhead. PolyPaths' analytics engine also utilizes all the cores in a multi‐core PC to speed up portfolio calculations.


EASE OF USE

The solution offers an intuitive and flexible interactive user interface.  Portfolios can be easily constructed, pricing assumptions can be easily entered and reports easily viewed. A batch utility also automates routine risk reporting jobs and simplifies maintenance.


EASE OF INTEGRATION

PolyPaths easily integrates the many user‐supplied models and data found in most trading environments. In addition, outputs from the system can be easily exported and fed into other systems. There are also programming interfaces available to tightly integrate PolyPaths analytics into customers' in‐house systems.



LICENSING OPTIONS

PolyPaths' Trading & Risk Management solution can be licensed according to your specific user, processing and data management needs:

POLYPATHS
DESKTOP TRADER

Features an easy-to-use interactive screen for trade and portfolio analysis. 

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POLYPATHS
DISTRIBUTED
PROCESSING

Adds scale and speed to PolyPaths Desktop for calculating large jobs. It is designed for active traders who require quick turnaround time and risk managers who need large portfolio calculation done within a specified time frame.

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POLYPATHS
ENTERPRISE

Adds data management capabilities to PolyPaths Desktop. It is designed for very large portfolios, accessed and managed by many people

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Trading and Risk Management Model Desktop Trader Distributed Processing
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