PolyPaths Generalized Current Coupon Model

Our generalized current coupon model framework allows users additional flexibility to set the current coupon form used in PolyPaths without the need for any programming knowledge. Using this framework, users may easily and seamlessly incorporate features such as a dynamic primary-secondary spread function to our existing reference-rates driven framework. In our latest, PolyPaths v7.11 we’ve added several extensions to the model including: reference volatility terms, Ginnie Mae current coupon model, time-dependent spreads, SOFR driven current coupon, and additional caps and floors to the current coupon forecast. Clients can watch our webinar here to learn more.

Rules in PolyPaths ALM

Clients use rules within PolyPaths ALM to create metrics and relationships driving buy/sell decisions within the forecast. It is the playground to explore the analytic space and they have yielded many client innovations. Clients can now watch our webinar here to learn more about the various ways to utilize rules within PolyPaths ALM. For any questions please do not hesitate to reach out to us at support@polypaths.com.

Extracting Data from ALM Reporting Table

Clients often extract ALM results for further analysis, internal and external reporting, or archiving. PolyPaths ALM’s reporting table feature is a very efficient way to transfer results from the ALM database to clients’ databases. Clients can now watch our webinar here to learn more. For any questions please do not hesitate to reach out to us at support@polypaths.com.

Pathways Issue No. 22

The July 2021 issue of Pathways is now available! In this month’s case study, David Oh examines how to align PolyPaths’ model forecast of issuer call on debt funding with its matched pair – namely the callable loan asset or derivative hedge. To access the newsletter please click here.

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

PolyPaths Enterprise v7.11 Highlights Webinar Recording Now Available

As a companion to our recent AppPort and ALM version 7.11 feature webinars, this webinar highlights the latest enhancements to our database product, PolyPaths Enterprise. This includes an overview of enhancements made to the Pricing Matrix tool used to modify and scrub data, a new API, tools to benchmark performance, time series reporting enhancements, and ease of use updates for process workflows. Clients can watch the webinar here.

Join us for our ALM v7.11 Highlights Webinar

Please join us on Thursday, June 17th to explore the latest enhancements in our forecasting tool, PolyPaths ALM Version 7.11 release. Full details and registration are available here.

Pathways Issue No. 21

The June 2021 issue of Pathways is now available! In this month’s case study, Parmeet Singh explores the Opt. Redeem Target field, an optional input that impacts both the lattice (trinomial tree) and LSM (Least Squares Monte Carlo) models used for callable/putable instruments. To access the newsletter please click here.

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

Hedging in PolyPaths

Hedging is critical to our clients. PolyPaths addresses hedging from pre-trade analysis through hedge accounting in our Desktop, Enterprise, and ALM applications. Clients can now watch our webinar here to learn more. This presentation provides a brief review of analytics for pre-trade, post-trade,and optimization. The primary focus is hedge types supported currently in ALM and expectations for ASC815 implementation.

PolyPaths Enterprise-ALM Integration Webinar Recording Now Available

PolyPaths Enterprise and ALM products naturally complement one another, with the former typically being used for official company positions, market values, and risk measures, and with the latter being used for income simulation across a variety of different asset and liability classes and accounting treatments. Clients can now watch our webinar here on how these two products can be seamlessly integated.