The Enterprise Security Update Job keeps portfolios up to date with the latest security indicative information. In this webinar we discuss the basic operation of the job, and from where it retrieves its data for different security types in PolyPaths. The same technology is used in Enterprise CSV Position Update jobs, thereby allowing users to populate full portfolios with relatively limited initial information, such as CUSIPs and holdings. Clients can watch our webinar here.

The premier new feature in PolyPaths Enterprise 7.10 is High Performance Scenario Calculations (HPSC). This feature was designed for Enterprise customers to efficiently perform Market Value and Present Value calculations for thousands of scenarios. View the recording here.

The December 2020 issue of Pathways is now available! In this month’s case study, David Oh explores recapture modeling for MSRs, in which prepayment impacts may be partially mitigated by in-servicer loan recapture. With low mortgage rates pushing up refinancing incentive, recapture can be a significant component of MSR valuation. To access the newsletter please click here.

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

Calculating results in your forecasts is rivaled only by the expanse of reporting opportunities for those results. For clients we have put together a webinar here where we explore how PolyPaths ALM can be used to expand the scope of your reporting to save you time and enhance your productivity. For any questions please do not hesitate to reach out to us at support@polypaths.com.

Please join us on Thursday, December 10th to learn about PolyPaths’ High Performance Scenario Calculations. Full details and registration are available here.

The November 2020 issue of Pathways is now available! In this month’s case study, Parmeet Singh works through PolyPaths flexible framework to model an Index Transition for structured deals and the resulting impact on bonds when a shift has been modeled from LIBOR to SOFR. To access the newsletter please click here.

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

Several recent enhancements have been made to support the secured overnight financing rate (SOFR) in PolyPaths including a dual-curve framework for SOFR that incorporates SOFR Basis Swap data, swaption valuation under the SOFR Basis Swap framework, integration with our vendor partners including an Intex Transition Model forecast, and updates to measuring risk and stress relative to SOFR. Clients can watch our webinar here for more details. Please contact support@polypaths.com on how PolyPaths can help you during the SOFR transition.

Did you know in PolyPaths you have the ability to create scenarios in bulk from an input CSV file? Whether it be scenarios like CCAR 2020 or customized user-defined shocks, and whether it be one scenario or hundreds, PolyPaths’ tools allow firms to streamline, automate, and expand their risk capabilities. Clients can read more in our help file here. Once created, these scenarios can be consolidated into sets within our Enterprise application to facilitate daily reporting. Please contact support@polypaths.com with any questions or to request a sample file for illustration.

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 the system allow for parallelized sensitivity measures but they can be further divided into partial risk. To learn more clients can view the recording here.

Please join us on Thursday, November 19th for an introduction to structured products in PolyPaths using the Intex cash flow engine. Full details and registration are available here.