CCAR 2020 in PolyPaths

PolyPaths offers a detailed stress testing FAQ along that walks through a step-by-step example of building the Comprehensive Capital Analysis and Review (CCAR) 2020 scenarios in PolyPaths. The document starts with the manual version for illustration of what each step is doing, but then moves into how to automate the entire process including bulk import of the scenario definitions and export of the results. Sample reference files are also available with the scenarios in both CSV and SCN format. Please reach out to us at support@polypaths.com to receive these files.

Pathways Issue No. 5

The February 2020 issue of Pathways is now available! This month’s case study is written by Parmeet Singh who explores the impact of financing on base case and projected scenario results, including daily P&L, net carry, interest income, cash flows, and rates of return over various horizons. To access the newsletter please click here.

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

PolyPaths ALM v7.10 New Features Webinars

We are pleased to announce that PolyPaths Asset Liability Management Software v7.10 was recently released to our clients. PolyPaths ALM Product Manager, Mark Raaberg, has recorded a three-part Webinar series on the new functionality. Full details available here.

Pathways Issue No. 4

The January 2020 issue of Pathways is now available! This month’s case study is written by Aaron Leclair who walks through an effective way for lenders to model rate locks and incorporate the commitment’s optionality into PolyPaths. The lender’s risk of funding the loan when rates have declined is easily played out in PolyPaths’ Scenario Analysis. To access the newsletter please click here.

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

PolyPaths v7.10 Highlights Webinar Now Open for Registration

Please join us on Tuesday, February 11th to walk through several of the key highlights of version 7.10, including SOFR OAS support, Performance Attribution enhancements, and our new OAS Cash Flow Analysis dialog. Full details and registration are available here.

Which version 7.10 feature are you most excited about?

Although December may be a quiet month in some corners, here at PolyPaths we are all busy at work putting the final touches on our upcoming version 7.10, scheduled to go out at the end of January. As with every release, each change included has been individually verified and documented by a member of our team while each asset class is reviewed in detail for any analytical changes. We will also have a series of webinars focusing on new features beginning in February. Here is a small subset of nine enhancements that PolyPaths version 7.10 will offer. Which ones are you most excited about? Vote here.