PolyPaths ALM Dividends Recording Now Available

Clients can now watch our webinar here where we explore the basics and nuances of forecasting dividends. We’ll cover sources, declaration, payment,and calculating dividend amounts all add to aligning your forecast to your company’s dividend behaviors. Furthermore discover how rules and rules syntax establish the dividend, defer through a payable, and then pay based on your lag preferences.

If you wish to view some of our ALM capabilities, please reach out to us at support@polypaths.com to obtain it. Click here to learn more about our ALM tool.

Pathways Issue No. 26

The November 2021 issue of Pathways is now available! In this month’s issue, Aaron Leclair walks through how users can infer relationships between variables and potentially project future values by implementing time-series reports in PolyPaths Enterprise. To access the newsletter please click here.

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

ALM Math Fields Webinar Recording Now Available

Feeling creative? From simple reporting to fully integrating processes currently done in external spreadsheets, Math fields within PolyPaths ALM are a quantitative outlet for creative minds as well as an easy way to expand income forecasts to meet custom reporting needs. Clients often have their own methods and metrics they use to gauge their success. Math fields provide the flexibility to express those views. Customizable through an easy-to-use interface, Math fields may be defined using simple or complex formulas, if/then logic to assign values through time, period totals and averages, ratios, period-over-period deltas, or comparisons to forecasted market data. Clients can now watch our presentation here that will explore a simple market value attribution application and a more expanded reconciliation of net interest income.

ALM Math Fields Webinar Now Open for Registration

Please join us on Thursday, November 4th to learn more about Math fields in PolyPaths ALM. From simple reporting to fully integrating processes currently done in external spreadsheets, Math fields within PolyPaths ALM are a quantitative outlet for creative minds as well as an easy way to expand income forecasts to meet custom reporting needs. Full details and registration are available here.

Pathways Issue No. 25

The October 2021 issue of Pathways is now available! In this month’s issue, David Oh reviews recent extensions that were made to our Performance Attribution module. A full webinar is available here. In this case study, David walks through a sample duration attribution analysis step-by-step for a sample portfolio. To access the newsletter please click here.

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

PolyPaths Shifted Lognormal Lattice

As part of version 7.11 release, we extended our existing trinomial tree model for callable bonds by adding a Shifted Lognormal Trinomial Tree as a new options model. Clients can now watch our webinar here where we overview the motivation of the model, discuss recommendations, cover some model validation features, and touch upon some upcoming version 7.12 enhancements in relation to the model.

PolyPaths Enterprise Logging and Audit Trail Webinar Recording Now Available

PolyPaths Enterprise has in-depth logging capabilities that allow IT and business users to understand what is happening within the system at a fine level of granularity, including the exact information being sent to and from the calculator farm. Clients can now watch our webinar here where we cover all the various logs that are available to end-users, how they relate to one another, how logs can be retrieved and from where, and how they can be configured to provide the amount of information necessary to debug an issue.

Basis Risk Decomposition, Market Component and Duration Attribution Recording Now Available

Performance Attribution in PolyPaths allows users to attribute a change in price between two market rates or scenarios for the same security due to various market segments including time value, rate level, mortgage spread, volatility, OAS changes, or even custom factors. Users can watch an introductory webinar here. Starting with PolyPaths version 7.11 this module now supports: Basis Risk Decomposition, Market Component Attribution, and Duration Attribution. To learn more, clients can watch our webinar here.

Pathways Issue No. 24

The September 2021 issue of Pathways is now available! In this month’s case study, Parmeet Singh walks through the BSBY implementation framework in PolyPaths. To access the newsletter please click here.

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