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.