Please join us on Thursday, October 22nd to learn more about durations in PolyPaths. Full details and registration are available here.

Thursday October 22nd – 11:00 AM ET
Durations in PolyPaths
PolyPaths offers a wide array of risk measures for various market factors such as interest rates, mortgage rates, volatilities, prepayment knobs, or even customized shocks. Not only does our system allow for parallelized sensitivity measures but they can be further divided into partial risk. Over the course of this webinar, we will cover the following topics:

• What kind of durations can PolyPaths calculate?
• What settings are relevant for calculating these sensitivities?
• How can we validate these risk numbers?

To register for this webinar, please click here.