The November 2022 issue of Pathways is now available! In this month’s issue, Parmeet Singh dives into stress testing, exploring how both regulatory and user-defined scenarios may be run in an automated fashion within PolyPaths. PolyPaths Enterprise and ALM in particular can be used to easily import, modify, and analyze large numbers of instruments across a wide set of scenarios. To access the newsletter please click here.

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

The October 2022 issue of Pathways is now available! In this month’s issue, Andy Lui outlines ways to measure risk during a period of rising mortgage rates, using both PolyPaths’ knob duration and user duration functionalities to illustrate ways user can pinpoint the risk posed by today’s mortgage rate levels. To access the newsletter please click here.

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

Modeling SOFR as part of the LIBOR transition is seamless within PolyPaths. This webinar focuses on touchpoints in ALM where users can elect SOFR indexes, review current SOFR rates, and see how these rates evolve within scenarios. We focus in on how these numbers flow into PolyPaths ALM from the Desktop and Enterprise products and how they are utilized within new product generation. Clients can watch the webinar here.

We are pleased to announce the latest Finding Skew update for Fall 2022 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 2022 market data. Reach out to us at support@polypaths.com to obtain a copy!

PolyPaths’ Enterprise solution for trading and risk management leverages the powerful analytics library used in PolyPaths Desktop and the computational scalability provided by PolyPaths Distributed Processing, adding a database backend and a browser interface designed for easily managing large amounts of data in a centralized location. Clients can now watch our webinar here, where we provide a live walk through of the system, showcasing Enterprise’s key features, such as centralized data management, job scheduling, robust reporting, permission control and audit trails, and the integration with our Desktop and Asset Liability Management (ALM) products.

The September 2022 issue of Pathways is now available! In this month’s issue, Daniel Wang provides a comprehensive walkthrough of our Default/Loss Analysis tool. Default/Loss Analysis allows users to gain insight into a bond or portfolio’s credit exposure and potential tail risk by simultaneously seeing a grid of outcomes across prepayment, default, and loss severity combinations. 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, October 6th to walk through modeling SOFR within PolyPaths ALM, and how the assumptions made within PolyPaths Desktop and Enterprise flow into PolyPaths ALM. Full details and registration are available here.

New to PolyPaths ALM and ready to start exploring? This webinar provides a hands-on getting started tutorial targetted for PolyPaths ALM. In this presentation we build a PolyPaths ALM project from scratch and then run calculations and reports using the same project. Clients can watch the webinar here.

The August 2022 issue of Pathways is now available! In this month’s issue, Parmeet Singh overviews modelling HELOC loans within the PolyPaths framework. 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, September 15th for a demo of PolyPaths Enterprise. This webinar will provide a live walk through of the system, showcasing Enterprise’s key features, such as centralized data management, job scheduling, robust reporting, permission control and audit trails, and the integration with our Desktop and Asset Liability Management (ALM) products. Full details and registration are available here.