Please join us on Thursday, July 2nd for an overview of model validation and transparency features in PolyPaths. Full details and registration are available here.
Thursday July 2nd - 11am ET
Model Validation and Transparency Features
In addition to speed, scalability, and comprehensive analytical coverage across the fixed-income spectrum, PolyPaths provides its clients with extensive transparency and validation options built into the system. Through simple configuration changes and on-demand logging, clients can access reporting and tracing that can be used to assess model performance and results, from interest rate models to discount factors and prepayment. Join us to learn how PolyPaths’ built-in tools can assist in your firm’s model validation process. Topics will include:
- Overview of supported interest rate models and parameters
- Analysis of global model calibration quality through calibration reports
- Analysis of short rates, discount factors, and exercise probabilities for callable bonds
- Evaluation of cash flows, simulated rates, and discount factors for mortgage securities
- Exploration of the relationship between interest rates, current coupon, and prepayment through tracing
To register for this webinar, please click here.