Please join us on Thursday, March 5th for an introduction to the new Loss Transition Matrix feature available within PolyPaths version 7.10. Full details and registration are available here.
Thursday March 5th – 11am ET
Loss Transition Roll Rate Matrix in PolyPaths
PolyPaths fixed income platform has recently added the capability to create a loss transition matrix to model the projected payment status of a loan, cohort, and/or portfolio. Leveraging one or more such matrices, users may compute Market Value and full risk calculations in the base case as well as across any shocks defined using our flexible Scenario Analysis framework. In this webinar, we will cover:
- A quick review of PolyPaths’ prepay/loss modeling support
- Why is a transition matrix important?
- How to create a transition matrix in PolyPaths
- How to assign and run analytics on loans with a transition matrix
- How to leverage tracing data PolyPaths makes available to users for validation
We will end the webinar with a case study where the monthly historical delinquency data downloaded from consumerfinance.gov is parsed, a roll rate matrix is derived based on this data, and then the transient states are mapped to PolyPaths’ internal delinquency states.
To register for this webinar, please click here.