Please join us on Thursday, May 20th to learn how to leverage PolyPaths Enterprise for ALM usage. Full details and registration are available here.

PolyPaths Version 7.11 includes several enhancements related to reporting, modeling, and ease of use. Clients can now watch our webinar here to walk through several of the key highlights of version 7.11, including additional features in support of LIBOR transition, Performance Attribution enhancements, expanded decay analysis for Deposits, a new shifted lognormal lattice model, and a geographic-based assignment feature that allows assumptions to be specified based on state or territory.

The April 2021 issue of Pathways is now available! In this month’s case study, Aaron Leclair highlights a new geography-based assumption framework, also introduced as part of version 7.11. This feature allows users to easily assign HPI, unemployment, or MSR cost and revenue assumptions based on geography, with weighted average values assigned to mixed pools or cohorts. To access the newsletter please click here.

If you would like to be added to the distribution list, please email pathways@polypaths.com.

Consolidated analysis and reporting is a productive way to link and aggregate any number of projects. Consolidation can be used for forecasting legal entities, portfolio management, capital/liquidity management, and functional business line reporting. Sign up and see additional details here.

Whether using PolyPaths for pre-trade analysis on a single bond or as the system of record for hundreds of thousands of loans, PolyPaths’ solutions make importing and validating security data as seamless and flexible as possible, allowing PolyPaths to fit agilely into your business’ existing processes and controls. To learn more clients can now watch our webinar here.

Please join us on Thursday, April 22nd to walk through several of the key highlights of version 7.11, including additional features in support of LIBOR transition, Performance Attribution enhancements, expanded decay analysis for Deposits, a new shifted lognormal lattice model, and a geographic-based assignment feature that allows assumptions to be specified based on state or territory. Full details and registration are available here.

Market data retrieval in PolyPaths is available on-demand and can be incorporated into your analytic workflow in real-time. Clients also have the ability to configure and expand the core market data with additional pricing curves, reference data, and currencies. To learn more clients can now watch our webinar here.

The March 2021 issue of Pathways is now available! In this month’s case study, Anthony Schrader explores how PolyPaths’ customizable Math fields can be used to reference and compare dates in order to organize a portfolio by upcoming rate resets and maturity events. Math fields allow users to embed formulas referencing data from other fields, a capability ubiquitous in spreadsheet applications. To access the newsletter please click here.

If you would like to be added to the distribution list, please email pathways@polypaths.com.

Whether using PolyPaths for pre-trade analysis on a single bond or as the system of record for hundreds of thousands of loans, PolyPaths’ solutions make importing and validating security data as seamless and flexible as possible, allowing PolyPaths to fit agilely into your business’ existing processes and controls. Please join us on Thursday, April 8th for an overview of security data in PolyPaths. Full details and registration are available here.

Callable instruments introduce an intriguing dynamic in the timing of net interest income and gain/loss events within income simulation. There is the challenge of synchronizing instruments in a relationship to lock a spread or manage risk. PolyPaths ALM provides a friendly way to precisely synchronize call events across scenarios. Clients can now watch our webinar here to learn how to incorporate simultaneous calls in their income simulation.