Pathways Issue No. 35

The August 2022 issue of Pathways is now available! In this month’s issue, Parmeet Singh overviews modelling HELOC loans within the PolyPaths framework. To access the newsletter please click here.

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

PolyPaths Enterprise Demo Webinar Now Open for Registration

Please join us on Thursday, September 15th for a demo of PolyPaths Enterprise. This webinar will provide a live walk through of the system, showcasing Enterprise’s key features, such as centralized data management, job scheduling, robust reporting, permission control and audit trails, and the integration with our Desktop and Asset Liability Management (ALM) products. Full details and registration are available here.

Pathways Issue No. 34

The July 2022 issue of Pathways is now available! In this month’s issue, David Oh takes a look at inflation inputs and functionality within PolyPaths. He reviews market data, available inflation-sensitive instruments, and how inflation forecasts may be viewed, modified, or shocked within the system. To access the newsletter please click here.

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

Analyzing Callable Instruments Recording Now Available

PolyPaths supports the full spectrum of fixed income instruments, including bonds, notes, and swaps with embedded calls and puts. There are many features specifically designed to facilitate analysis of the option cost for these asset classes. This introductory webinar provides an overview of our callable bond modeling framework, cash flow features, available input assumptions, relevant output measures, and model validation tools. We will walk through several specific examples to illustrate the start-to-finish process of loading callable bonds, applying pricing assumptions, running valuations, and assessing the resulting risk profile. Clients can watch our webinar here for more details. Please contact support@polypaths.com if you have any questions.

Pathways Issue No. 33

The June 2022 issue of Pathways is now available! In this month’s issue, Aaron Leclair outlines a heuristic method for determining volatility skew; following the exercise, the derived skew value may be imposed on PolyPaths’ interest rate model such that simulated rates assume the prescribed statistical distribution. To access the newsletter please click here.

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

PolyPaths SOFR May 2022 Update Recording Now Available

Several recent enhancements have been made to support the secured overnight financing rate (SOFR) and the associated instruments that are now trading, including SOFR Future Options contracts, SONIA Futures, and ERIS SOFR Swap Futures. Furthermore, full support of the System’s analytics without the presence of Libor curve and volatility is now available and the integration of several unique SOFR-related index names such as CME Term SOFR, calendar month SOFR, NY Fed SOFR Average, SOFR90A, and SOFR180A are supported in our latest version. During the webinar, we will discuss these updates and more as we continue to support the transition away from LIBOR. Clients can watch our webinar here for more details. Please contact support@polypaths.com on how PolyPaths can help you during the SOFR transition.

Pathways Issue No. 32

The May 2022 issue of Pathways is now available! In this month’s issue, Parmeet Singh explores our Funds Transfer Pricing (FTP) feature, using SOFR vs. LIBOR funding as a sanity check for illustration. FTP ties together our calculation engine with our forecasting tool, allowing for another layer of NII analysis. To access the newsletter please click here.

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