Please join us on Thursday, June 17th to explore the latest enhancements in our forecasting tool, PolyPaths ALM Version 7.11 release. Full details and registration are available here.

The June 2021 issue of Pathways is now available! In this month’s case study, Parmeet Singh explores the Opt. Redeem Target field, an optional input that impacts both the lattice (trinomial tree) and LSM (Least Squares Monte Carlo) models used for callable/putable instruments. To access the newsletter please click here.

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

Hedging is critical to our clients. PolyPaths addresses hedging from pre-trade analysis through hedge accounting in our Desktop, Enterprise, and ALM applications. Clients can now watch our webinar here to learn more. This presentation provides a brief review of analytics for pre-trade, post-trade,and optimization. The primary focus is hedge types supported currently in ALM and expectations for ASC815 implementation.

PolyPaths Enterprise and ALM products naturally complement one another, with the former typically being used for official company positions, market values, and risk measures, and with the latter being used for income simulation across a variety of different asset and liability classes and accounting treatments. Clients can now watch our webinar here on how these two products can be seamlessly integated.

The May 2021 issue of Pathways is now available! In this month’s case study, David Oh takes a deeper look at the system’s capability to modify cash flow behavior by forecasting payment suspensions due to COVID-19. To access the newsletter please click here.

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

Consolidated analysis and reporting is a productive way to link and aggregate any number of projects. Consolidation can be used for forecasting legal entities, portfolio management, capital/liquidity management, and functional business line reporting. Clients can now watch our webinar here to learn more.

Please join us on Thursday, May 20th to learn how to leverage PolyPaths Enterprise for ALM usage. Full details and registration are available here.

PolyPaths Version 7.11 includes several enhancements related to reporting, modeling, and ease of use. Clients can now watch our webinar here to walk through several of the key highlights of version 7.11, including additional features in support of LIBOR transition, Performance Attribution enhancements, expanded decay analysis for Deposits, a new shifted lognormal lattice model, and a geographic-based assignment feature that allows assumptions to be specified based on state or territory.

The April 2021 issue of Pathways is now available! In this month’s case study, Aaron Leclair highlights a new geography-based assumption framework, also introduced as part of version 7.11. This feature allows users to easily assign HPI, unemployment, or MSR cost and revenue assumptions based on geography, with weighted average values assigned to mixed pools or cohorts. To access the newsletter please click here.

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

Consolidated analysis and reporting is a productive way to link and aggregate any number of projects. Consolidation can be used for forecasting legal entities, portfolio management, capital/liquidity management, and functional business line reporting. Sign up and see additional details here.