The January 2020 issue of Pathways is now available! This month’s case study is written by Aaron Leclair who walks through an effective way for lenders to model rate locks and incorporate the commitment’s optionality into PolyPaths. The lender’s risk of funding the loan when rates have declined is easily played out in PolyPaths’ Scenario Analysis. To access the newsletter please click here.

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

Please join us on Tuesday, February 11th to walk through several of the key highlights of version 7.10, including SOFR OAS support, Performance Attribution enhancements, and our new OAS Cash Flow Analysis dialog. Full details and registration are available here.

Although December may be a quiet month in some corners, here at PolyPaths we are all busy at work putting the final touches on our upcoming version 7.10, scheduled to go out at the end of January. As with every release, each change included has been individually verified and documented by a member of our team while each asset class is reviewed in detail for any analytical changes. We will also have a series of webinars focusing on new features beginning in February. Here is a small subset of nine enhancements that PolyPaths version 7.10 will offer. Which ones are you most excited about? Vote here.

The December 2019 issue of Pathways is now available! In our case study this month, David Oh will provide an in-depth example for how attribute-level payups and pricing assumptions may be used to price a portfolio of loans. The same methodology shown in the case study can be leveraged for replicating pricing grids for mortgage origination as well as for spec pool pricing based on price spreads to TBAs. To access the newsletter please click here.

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

Please join us on Thursday, January 16, 2020 for an overview of how the PolyPaths Enterprise API can be used to automate tasks and workflows as part of our Enterprise database solution. Full details and registration are available here.

The November 2019 issue of Pathways is now available! In our case study this month, Parmeet Singh will walk through a couple approaches to achieve a Hedge Effectiveness framework in PolyPaths. By the end, you will not only be able to pinpoint a hedge’s effectiveness through a single, regression coefficient value but also graphically visualize the asset-hedge pair through our VaR module. To access the newsletter please click here.

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

Please join us on Thursday, December 12th for an overview of stress testing capabilities within PolyPaths. Full details and registration are available here.

Please join us on Thursday, November 21 for an in-depth overview of caps, floors, and swaptions in PolyPaths. Full details and registration information is available here.

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.

Please join us on Monday, November 4th for an overview of the various ways to model reinvestment and new product generation within PolyPaths ALM. Full details and registration are available here.