The July 2024 issue of Pathways, our monthly newsletter, is now available! For this month’s case study, senior support analyst Andy Lui illustrates how our simple yet flexible Mnemonic syntax can be used to streamline hedge creation and pricing. From daily portfolio valuation to hedge effectiveness and hedge optimization, this simple feature empowers market participants with many deep and creative applications across the fixed-income spectrum.

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The June 2024 issue of Pathways, our monthly newsletter, is now available! For this month’s case study, senior support analyst Anthony Schrader provides an overview of PolyPaths 7.14’s compatibility with the post-Libor landscape, with a focus on USD and non-USD SOFR market data. Though configured to support current SOFR standards out-of-the-box, the PolyPaths Trading and Risk Management platform also provides significant user configuration through ticker and pricing contributor selection as well as much more!

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Many of our users joined us on Tuesday, June 4th for a live introductory training session introducing new users to our Trading and Risk Management framework, with a focus on layout, portfolio creation, and common workflows used by traders, risk managers, and many other market participants. For those who were unable to join us live, this session has been recorded for on-demand viewing and is available by clicking here.

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 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.

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.

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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.

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.

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.

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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.