PolyPaths BatchALM Webinar Recording Now Available

PolyPaths BatchALM is a command line tool enabling management and automation of balance sheet forecasts, forward market value and risk calculations, and reporting. Clients can now watch our introductory webinar here.

PolyPaths Finding Skew Webinar

Our Constant Elasticity of Variance (CEV) and Displaced Diffusion (DD) skew models support continuous skew parameters ranging from near-normal to near-lognormal, allowing market participants a simple and intuitive way to impart forecasts on forward market dynamics onto PolyPaths’ analytical outputs. Join us to learn more about how market participants can select their desired value for this parameter using liquid observations from the European swaption market. Full details and registration are available here.

Pathways Issue No. 17

The February 2021 issue of Pathways is now available! In this month’s case study, Andy Lui explores the topic of alternate mortgage rate benchmarks, as he explains how to easily select Treasury or SOFR as a mortgage rate reference curve in place of LIBOR, and gauge the resulting impact on prepayment projections and risk profiles. To access the newsletter please click here.

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

Premium/Discount Amortization in PolyPaths ALM

PolyPaths supports seven methods of premium/discount amortization for book income forecasts, easily analyzed and compared through a robust yet user-friendly framework. Clients can watch our webinar here to cover the methods supported and some intriguing nuances around client needs. For any questions please do not hesitate to reach out to us at support@polypaths.com.

PolyPaths Excel Add-in Application

Please join us on Thursday, March 4th for an overview of a supplemental Excel add-in available in our upcoming version 7.11. Full details and registration are available here.

Pricing in PolyPaths Recording Now Available

Pricing in PolyPaths can be as simple as entering an input Price or Yield. However, there is actually a large library of fields which can be used as a pricing anchor in order to derive all other metrics. Even beyond simple pricing anchor inputs, PolyPaths handles more complex pricing input methods, whether through a pricing matrix, a pricing string, or even based on the pricing results of another security. Clients can watch webinar here, where we cover options and how they fit any of your pricing requirements.

BatchALM Introductory Webinar Now Open for Registration

Please join us on Thursday, February 18th for an introduction to PolyPaths BatchALM. BatchALM is a command line tool enabling management and automation of balance sheet forecasts, forward market value and risk calculations, and reporting. Full details and registration are available here.

Pathways Issue No. 16

The January 2021 issue of Pathways is now available! In this month’s case study, Parmeet Singh lays down the groundwork for SOFR30A ARMs by reviewing the relevant market data, followed by illustrating ARMs resetting to SOFR, and concluding with a measurement of their embedded Cap Cost. To access the newsletter please click here.

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

Enterprise Security Update Recording Now Available

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.