Deposit Decay Modelling & Liquidity Stress Testing in PolyPaths

As a reminder, PolyPaths has a flexible framework for modelling Deposits where users can define a repricing formula based on either rate level or rate changes period-over-period. Alternatively, our Deposit Decay API allows users to integrate own internal models that forecast dynamic decay rates into PolyPaths. Once modelled, Deposits as well as other securities, can be run using PolyPaths ALM, which has several features including capabilities to measure liquidity risk. Within ALM users can customize Strategies which allow different outlooks on the balance sheet such as targeting growth levels, changing the mix of asset or liability types, or using strategies in forecasting liquidity stress.

Please contact us at to learn more!