Negative Rates Supported in PolyPaths

With the growing regularity of low and negative yield curve environments across global financial markets, there has been growing interest in negative rate support within the PolyPaths product suite. To support the wide range of views among market participants regarding negative rates, PolyPaths offers several customization options germane to negative rate environments, and allows users to both allow and constrain against negative rates.

For clients interested in negative rates, a more extensive FAQ is available. Please contact us at support@polypaths.com to obtain copies of this FAQ.

Pathways Issue No. 1

We are all excited to share this inaugural issue of our newsletter, Pathways. Each month, we will share updates and recent features, along with a focused case study containing a deep dive analysis into a specific question or exercise. For this first installment, a member of our support team, Aaron Leclair, will look at direct index tracking and discuss how to load the underlying components of an index into a portfolio in order to run side-by-side analysis against your investment portfolio using the exact same model and assumptions. To access the newsletter please click here.

PolyPaths Newsletter

We are excited to announce a PolyPaths Newsletter. The first issue is set to be released Tuesday, October 8th! To learn more and sign up for our distribution list to receive email notification, please click here. Not only is it free, but it is also a fantastic way to stay updated with the latest we have to offer.

PolyPaths Incorporates FHFA's Countercyclical Mortgage Asset Stress Test

PolyPaths has converted FHFA’s stress path scenarios which use monthly state house price appreciation (HPA) into our scenario (.scn) format. Further details on FHFA’s methodology for determining credit risk scenarios for stress-testing mortgage related assets can be located on the FHFA website under Data & Tools.

Please contact us at support@polypaths.com to request HPA scenarios for CMAST.

August Webinars Now Open for Registration

Registration is now available for our August webinars. As with our June and July sessions, these webinars are intended for both new and existing users. The schedule for August is available here. Please contact support@polypaths.com with any questions. In addition, if you have any topics you would like to recommend for a future webinar, we welcome your suggestions!

July Webinars Now Open for Registration

Hot on the heels of our June webinars, we will be continuing our summer webinar series with three additional installments for July. These sessions are intended for both new and existing users. The schedule for July is available here. Please contact support@polypaths.com with any questions. In addition, if you have any topics you would like to recommend for a future webinar, we welcome your suggestions!