MSR Webinar

Thank you to all who attended our MSR valuation and hedging webinar overview, which covered the following topics:

  • Modeling the MSR Asset o Loan or Cohort Upload via CSV o MSR Cash Flow Model o Decomposing Value Across Cash Flow Components
  • Modeling Hedging Instruments
  • Static and OAS Valuation
  • Static and OAS Cash Flows
  • Risk Measures and P&L Attribution

If you missed this and would like more information on MSR through PolyPaths, please contact us at support@polypaths.com.

PolyPaths Version 7.07 is now available!

There are many new features in version 7.07 including -

Modeling:

  • Users may now control the Market Vol Unit for Sensitivities and Scenarios, determining whether Black or BP Vols are held constant by default when shifting market rates.