Ever wonder how to reduce the cost of funds needed to hedge your portfolio?

Our ALM tool includes a built-in optimizer that can be used to solve for an optimal funding mix that maximizes portfolio returns while satisfying user-specified constraints. For example, this tool can be used to solve for optimal holding amounts on the funding instruments so that the portfolio is duration neutral. Clients can watch our webinar here. By the end of this webinar you will have the tools you need to maximize low cost funding and retire high cost debt while hedging your portfolio with financing options that lift your firm’s margins.

PolyPaths Product Overview Webinar Now Open for Registration

Please join us Thursday, July 16th for an overview of the PolyPaths product suite. In this webinar we will provide a brief but comprehensive overview of all our products and how they work together. We will discuss the underlying calculation engine that underpins all of our products, and which thus provides consistency in how fixed income valuations are determined. We will also cover how the products can scale for your organization, from individual traders through teams of users that are processing thousands of different scenarios. Full details and registration are available here.

Consolidate Your Risk using Scenario Sets

Introduced as part of Enterprise version 7.10, Scenario Sets allow users to associate individual scenarios with one or more named sets (e.g. CCAR, BaU, VaR). These sets can then be referenced in Enterprise jobs and also are available through AppPort’s Open from Database functionality. Clients can watch our webinar here to learn more.

Customize your Premium / Discount Amortization Method using PolyPaths

Did you know PolyPaths supports over eight different premium / discount amortization methodologies? From FAS91 implementation to specialty methods for callable instruments, we have worked with our clients over the years to develop a wide array of flexible methods to meet their accounting needs. Users can even disable amortization for full mark-to-market accounting. Clients can read about our different methods and the nuances associated with each in our ALM WebHelp here. Currently we are working on implementing a retrospective amortization method for our next ALM v7.11 release. Contact us at support@polypaths.com to let us know how we can help meet your accounting needs.

Running PolyPaths on the Cloud

Did you know PolyPaths can be run on the Cloud? With a need to run various scenarios in these unprecedented times, we have seen interest in scaling computational power without having to procure the corresponding physical hardware. Our Cloud tools are robust and production-tested across a diverse array of environments. Interested clients are encouraged to watch our webinar here to learn more about Cloud best practices via a case study using Amazon Web Services. For users using AWS, we have also recently developed a cloud console web tool, PolyPaths Cloud Console (PCC), to help manage migration and administration of cloud installs for either Distributed Processing or Enterprise environments. Contact us at support@polypaths.com to learn more.

Pathways Issue No. 9

The June 2020 issue of Pathways is now available! In this month’s case study, David Oh demonstrates how you can configure your PolyPaths environment to run multiple versions of a prepayment and loss model. As third-party models have offered COVID-related tuning adjustments, this feature has been leveraged to compare results across baseline vs. tuned versions of behavior models, in order to see the overall impact on the forecasted cash flows, valuations, and risk. To access the newsletter please click here.

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

Loan-Level Analysis & Stratification Webinar Recording Now Available

PolyPaths Enterprise may be used to streamline loan-level analysis and stratification of mortgage loans and MSRs. The system is designed to quickly upload and store loan tapes of any size, and offers a flexible interface with configurable permissions and reporting options. View the recording here.