Announcing PolyPaths Weekly Webinars

Starting in June, PolyPaths will be hosting weekly 30 minute webinars on various topics, including demos of new features, Q&A sessions on topics of interests, overviews of underutilized features, and both targeted and general training sessions to help new users get up to speed with the system. The schedule for June is available here. Please contact with any questions. In addition, if you have any topics you would like to recommend for a future webinar, we welcome your suggestions!

Thursday June 6th – 11am ET
LIBOR Transition: SOFR Support within PolyPaths
With the LIBOR transition underway, PolyPaths has already implemented several features related to the new Secured Overnight Financing Rate (SOFR) . This 30-minute webinar will walk through our existing functionality and our roadmap to support the continued expansion of SOFR. Topics will include:

  • Supported Instrument Types
    o SOFR Futures
    o SOFR Floaters
    o SOFR Swaps
  • Market Data & SOFR Curve Construction
  • Available Analytics
  • Roadmap for Future Enhancements
  • Documentation & Resources
  • Q&A

To register for this webinar, please click here.

Thursday June 13th - 11am ET
PolyPaths Generalized Current Coupon Model
Our new generalized current coupon model framework allows users additional flexibility to set the current coupon form used in PolyPaths without the need for any programming knowledge. Using this framework, users may easily and seamlessly incorporate features such as a dynamic primary-secondary spread function to our existing reference-rates driven framework.

Join us for a short Web-based presentation that highlights the current and future capabilities of this enhanced model as well as how it could be used as part of your current PolyPaths workflow.

To register for this webinar, please click here.

Tuesday June 18th – 11am ET
Introduction to PolyPaths Batchcal, Part I
PolyPaths Batchcal is a command line tool which allows users to automate their work flow, including loading positions, massaging data and updating fields, running valuations and risk measures, exporting cash flows, and running customized output reports. This two-part tutorial will help new users get up to speed on how to use Batchcal. In the first session, we will:

  • Explain what Batchcal is and how to use it
  • Walk through sample scripts for creating, updating, valuing, and reporting portfolios
  • Outline the resources available in which users can find documentation and sample scripts for illustration

To register for this webinar, please click here.

Thursday June 20th – 11am ET
Introduction to PolyPaths Batchcal, Part II: Scenarios
This session will be a continuation of the June 18th introduction to Batchcal. In this follow-up session, we will focus on Scenario Analysis. In particular, we will cover the following topics pertinent to scenarios:

  • Importing scenarios from a CSV file
  • Running scenario valuations and cashflows
  • Exporting custom scenario reports

To register for this webinar, please click here.

Thursday June 27 – 11am ET
Stochastic Scenarios in PolyPaths
Pre-canned deterministic scenarios such as parallel interest rate shocks or a limiting amount of stressed scenarios such as base, adverse, and severely adverse do not paint a complete a picture of the risk. Learn how to leverage PolyPaths’ Scenario Analysis framework to generate and run stochastic scenarios where each stochastic scenario represents a BGM path. This 30-minute webinar will include:

  • What stochastic scenarios are and how they compare to other scenarios you can model in Scenario Analysis?
  • How can you trace and visually view the interest rate paths implied by PolyPaths BGM Model (Path Analysis) along with distributional characteristics such as pathwise PVs?
  • How can you generate stochastic scenarios and what parameters you can control in the generation process?
  • Sample Case Study
  • Evaluating runtime performance and how it can be improved.

To register for this webinar, please click here.