PolyPaths AppPort 101 Webinar Now Open for Registration

PolyPaths AppPort provides an interactive, single computer solution for pricing, bond relative value analysis and portfolio risk management. Please join us on Tuesday, June 4th for an AppPort 101 introdctory training session. Full details and registration are available here.

PolyPaths Version 7.14 Highlights Webinar Recording Now Available

PolyPaths Version 7.14 includes several enhancements related to reporting, modeling, and ease of use. Clients can now watch our webinar here to learn more about expanded risk analytics, new reporting options, an enhanced portfolio comparison tool, and additional flexibility for loan and MSR cash flow modeling.

Pathways Issue No. 56

The May 2024 issue of Pathways is now available! For this month’s case study, Parmeet Singh reviews our Prepayment Model Tuning Solver, PPOpt, through several salient examples. Many of our users tweak behavioral models as part of their analysis, whether for valuation purposes or as part of model governance and validation, so we introduced this function to simplify what could otherwise be a cumbersome trial and error process. To access the newsletter please click here.

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

PolyPaths Version 7.14 Features Mini-Recordings

In addition to our upcoming key highlights version 7.14 webinar, we will also be updating our webinar library with several short five minute recordings on some key features available in PolyPaths version 7.14. Clients can access the recordings here. Currently, we have added ten recordings, and plan to add more in the coming weeks. These recordings cover a diverse set of topics from Value at Risk enhancements to support for eMBS and custom databses. Please reach out to us at support@polypaths.com to obtain sample files or for more information on any of these topics.


PolyPaths Version 7.14 Highlights Webinar Now Open For Registration

Please join us on Wednesday, May 15th to walk through several of the key highlights of version 7.14, including expanded risk analytics, new reporting options, an enhanced portfolio comparison tool, and additional flexibility for loan and MSR cash flow modeling. Full details and registration are available here.

Pathways Issue No. 55

The April 2024 issue of Pathways is now available! For this month’s case study, Aaron Leclair explores additional use cases supported by PolyPaths ALM, in particular where sophisticated reinvestment rules are required and where accounting and balance sheet considerations are not needed. To access the newsletter please click here.

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

Leveraging Moody’s Models via PolyPaths Webinar Recording Now Available

Together with Moody’s Analytics, we provide an overview of Moody’s coverage and key features and as well as how Moody’s cash flow models may be leveraged for structured product analysis within PolyPaths, including global RMBS, CDO/CLO, ABS, and CMBS. We walk through several step-by-step examples to illustrate the initial setup, portfolio creation, viewing descriptive details at the deal-level as well as collateral-level, base case valuations and risk, cash flow reporting, what-if analysis and automation.

To learn more clients can now watch our webinar here.

Pathways Issue No. 54

The March 2024 issue of Pathways is now available! For this month’s case study, Daniel Wang provides an introduction to PolyPaths Historical Return Analysis module. This feature allows clients to break down the P&L and return on a portfolio between two dates into components such as position close-outs, paydowns, trading, interest income and mark-to-market valuation impacts. To access the newsletter please click here.

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

CCAR 2024 in PolyPaths

PolyPaths offers a detailed stress testing FAQ along that walks through a step-by-step example of building the Comprehensive Capital Analysis and Review (CCAR) scenarios in PolyPaths. The document starts with the manual version for illustration of what each step is doing, but then moves into how to automate the entire process including bulk import of the scenario definitions and export of the results. Sample reference files for the 2024: baseline, severely adverse, exploratory A, and exploratory B scenarios are also available with the scenarios in both CSV and SCN format. Please reach out to us at support@polypaths.com to receive these files.

BGM Finding Skew February 2024 Update

We are pleased to announce the latest Finding Skew update for February 2024 is now available. A historical regression approach can be used to imply a market skew over a time series of pre-selected benchmark European swaption volatilities. Our paper outlines a process to estimate skew and applies this process to estimate recent skew patterns in both the CEV and Displaced Diffusion BGM model extensions based on recent 2024 market data. Reach out to us at support@polypaths.com to obtain a copy!