Please join us on Thursday, May 28th for an overview of PolyPaths’ MSR capabilities. We will also discuss recent enhancements related to forbearance modeling. Full details and registration are available here.

Please join us on Thursday, May 14th for an introduction to our single bond, pre-trade analysis tool, PolyCMO. Full details and registration are available here.

Does your firm have its own views on the impact of COVID-19 on fixed-income markets? As a key part of our architecture, we support several powerful APIs which allow users to seamlessly incorporate custom prepayment, default, delinquency, scenario, current coupon, cash flow, and deposit decay models (among others) natively into PolyPaths calculations. These custom models may be enabled alongside others, offering an alternative benchmark and the ability to see results side-by-side across models. Clients can watch our webinar here to learn more.

Did you know you can leverage Enterprise’s time series reporting capabilities to visualize the unprecedented market conditions due to the COVID-19 pandemic? Click here to view a sample reporting pack which demonstrates the evolution of various market rates and spreads from the start of 2020.

With the unemployment rate reaching historic highs, we have received inquiries on implementing scenarios that contain unemployment and HPI forecasts. For models that accept macroeconomic variables such as Unemployment and HPI, users can leverage our built-in fields to specify their own static or vector assumptions. Click here for more information.

Missed our Funds Transfer Pricing (FTP) webinar yesterday? The recording is now available in our recordings archive. In the webinar, we cover one- and two-instrument approaches to Funds Transfer Pricing across attribution and forecasting business cases. View the recording here.

PolyPaths will be presenting as part of Black Knight’s 2020 Virtual Information Exchange on Tuesday, April 28th at 2pm ET. The details for our joint session with BKFS are provided here.

The April 2020 issue of Pathways is now available! This month’s case study by Aaron Leclair explores different interest rate models and their ability to allow or constrain against negative rates. These concepts are explored using current market data for illustration. To access the newsletter please click here.

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

Did you know you can visually check for spikes and outliers in volatilities using the Vol Graph tab of our Market Rates dialog? The graph can be generated across any unit and slice of the surface. Click here to see a snapshot of the ATM Lognormal Vol Surface on 01/31/2020 and 03/31/2020.

As an enhancement in our v7.10 release, we added a solver in our scripting tool, BatchCal, that allows users to populate a Sector (Custom) Vol surface using Implied Volatility from callable indications. View the recording on this functionality here.