PolyPaths supports a large library of fields which can be used as pricing anchors in single security analysis and this flexibility is only compounded further through our Pricing Method functionality. Clients can now watch our webinar here to learn how to leverage not only the core features of PolyPaths’ Pricing Method functionality, but also take advantage of the latest enhancements we’ve implemented for SOFR support and seamless Pricing Method integration between AppPort, BatchCal, and Enterprise.

The July 2023 issue of Pathways is now available! In this month’s issue, Andy Lui provides an in-depth look at a new asset class added in PolyPaths version 7.13: TBA Futures. These futures provide a potential way to hedge mortgage exposure, and the case study reviews the market data, underlying indicatives, and pricing and risk features associated with them. To access the newsletter please click here.

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

By allowing a borrower to lock a known mortgage rate, mortgage rate locks serve as a powerful tool for potential borrowers to hedge from interest rate risk as a loan progresses through a mortgage pipeline from offering to closing. Clients can now watch our webinar mortgage rate locks here.

Please join us on Thursday, July 13th to walk through benchmark pricing and related automations within PolyPaths. Full details and registration are available here.

The June 2023 issue of Pathways is now available! In this month’s issue, David Oh highlights the myriad ways PolyPaths’ BGM interest rate process can be configured to model the dynamics of the yield curve under any rate paradigm be it SOFR, Treasury, yield curve inversions, or low interest rate environment. 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 supports customer-specific additional data accounts which can be utilized in creating inputs to a forecast, connecting inputs to targets, building metrics like LCR (Liquidity Coverage Ratio), storing intermediate/final results, or embedding spreadsheets used outside of ALM. Clients can now watch our webinar here to learn more.

We are pleased to announce the latest Finding Skew update for May 2023 is now available. A historical regression approach can be used to imply a market skew over a time series of pre-selected benchmark European swaption volatilities. Our paper outlines a process to estimate skew and applies this process to estimate recent skew patterns in both the CEV and Displaced Diffusion BGM model extensions based on recent 2023 market data. Reach out to us at support@polypaths.com to obtain a copy!

Please join us on Thursday, June 15th for an introduction on modelling mortgage rate locks in PolyPaths. Full details and registration are available here.

The May 2023 issue of Pathways is now available! In this month’s issue, Aaron Leclair provides a comprehensive introduction to PolyPaths Interest Rate Lock Commitment (IRLC) framework. The IRLC is modelled on top of the existing mortgage, pull-through rates may be specified based on loan status and borrower characteristics, with betas determining the sensitivities of those assumptions to rate changes. To access the newsletter please click here.

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

Please join us on Thursday, May 25th to explore how to unlock the potential of customer-specific data accounts across a variety of business use cases. Full details and registration are available here.