Join us for our ALM v7.12 Highlights Webinar

Please join us on Thursday, March 3rd to explore the latest enhancements in our forecasting tool, PolyPaths ALM Version 7.12 release. Full details and registration are available here.

Pathways Issue No. 29

The February 2022 issue of Pathways is now available! In this month’s issue, Parmeet Singh dives into PolyPaths Path Analysis functionality which provides users with an easy, interactive way to visualize several rate forecasts across a user-specified number of interest rate paths generated by our family of three-factor BGM models. To access the newsletter please click here.

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

PolyPaths Version 7.12 Highlights Webinar Now Open For Registration

Please join us on Thursday, February 17th to walk through several of the key highlights of version 7.12, including additional features in support of LIBOR transition, complete specification of Market Rates from CSV, ability to model primary-secondary spread as a logistic function, and enhancements to shock volatility surfaces independently when stress testing. Full details and registration are available here.

Pathways Issue No. 28

The January 2022 issue of Pathways is now available! In this month’s issue, Aaron Leclair outlines how to incorporate external market data into PolyPaths’ market data structure and highlights the System’s flexibility in integrating with your workflow. To access the newsletter please click here.

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

Pathways Issue No. 27

The December 2021 issue of Pathways is now available! In this month’s issue, Parmeet Singh dives into a reporting feature in PolyPaths ALM that allows users to overlay historical actual data alongside simulated results. To access the newsletter please click here.

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

Leveraging PolyPaths’ MSR Analytics and AD&Co’s LoanDynamics Models for Best of Breed MSR Valuation and Hedging

PolyPaths’ MSR capabilities seamlessly leverage AD&Co’s LoanDynamics Model to project prepayments, delinquencies, defaults, and losses on their servicing portfolios. Whether running loan-level and/or cohort-level analysis, Polypaths supports static and option-adjusted valuations of mortgage servicing rights and their associated hedges. The flexible cash flow model includes the standard set of income and fees, along with various customization options. To learn more clients can watch our joint webinar with AD&Co here. If interested in learning more or the recording please contact us at support@polypaths.com.

PolyPaths ALM Dividends Recording Now Available

Clients can now watch our webinar here where we explore the basics and nuances of forecasting dividends. We’ll cover sources, declaration, payment,and calculating dividend amounts all add to aligning your forecast to your company’s dividend behaviors. Furthermore discover how rules and rules syntax establish the dividend, defer through a payable, and then pay based on your lag preferences.

If you wish to view some of our ALM capabilities, please reach out to us at support@polypaths.com to obtain it. Click here to learn more about our ALM tool.

Pathways Issue No. 26

The November 2021 issue of Pathways is now available! In this month’s issue, Aaron Leclair walks through how users can infer relationships between variables and potentially project future values by implementing time-series reports in PolyPaths Enterprise. To access the newsletter please click here.

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

ALM Math Fields Webinar Recording Now Available

Feeling creative? From simple reporting to fully integrating processes currently done in external spreadsheets, Math fields within PolyPaths ALM are a quantitative outlet for creative minds as well as an easy way to expand income forecasts to meet custom reporting needs. Clients often have their own methods and metrics they use to gauge their success. Math fields provide the flexibility to express those views. Customizable through an easy-to-use interface, Math fields may be defined using simple or complex formulas, if/then logic to assign values through time, period totals and averages, ratios, period-over-period deltas, or comparisons to forecasted market data. Clients can now watch our presentation here that will explore a simple market value attribution application and a more expanded reconciliation of net interest income.

ALM Math Fields Webinar Now Open for Registration

Please join us on Thursday, November 4th to learn more about Math fields in PolyPaths ALM. From simple reporting to fully integrating processes currently done in external spreadsheets, Math fields within PolyPaths ALM are a quantitative outlet for creative minds as well as an easy way to expand income forecasts to meet custom reporting needs. Full details and registration are available here.