Pathways Issue No. 30

The March 2022 issue of Pathways is now available! In this month’s issue, David Oh gives insight into new functionality in version 7.12 to stress volatility surfaces independent of one another - for example, shocking Libor volatilities more than SOFR volatilities. 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 v7.12 Highlights Webinar Recording Now Available

As a companion to our recent AppPort 7.12 features showcase, this webinar explores the latest enhancements in our forecasting tool, PolyPaths ALM. From mass speed acceleration of distributed simulations to ASC815 hedges, version 7.12 features many enhancements that focus on analytical and productivity improvements both in flexibility and convenience. Clients can now watch our highlights webinar here.

PolyPaths Version 7.12 Highlights Webinar Recording Now Available

PolyPaths Version 7.12 includes several enhancements related to reporting, modeling, and ease of use. Clients can now watch our webinar here 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.

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.