The April 2023 issue of Pathways is now available! In this month’s issue, Anthony Schrader explores our support of auto loans and leases and their securitizations both for valuation and for risk. Leveraging our integration with vendor partner behavioral models, borrower and vehicle characteristics together with origination, benchmark Treasury and unemployment rates drive PolyPaths’ cash flow forecast both in the base case and your ‘what-if’ scenarios. To access the newsletter please click here.

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

As a companion to our recent AppPort and ALM version 7.13 feature webinars, this webinar highlights the latest enhancements to our database product, PolyPaths Enterprise. Version 7.13 Enterprise includes a plethora of reporting enhancements such as the ability to store time series BGM calibration reports directly in the Enterprise database using a new Enterprise job as well as several improvements to our existing High Performance Scenario Calculation reporting. Clients can watch the webinar here.

As a reminder, PolyPaths has a flexible framework for modelling Deposits where users can define a repricing formula based on either rate level or rate changes period-over-period. Alternatively, our Deposit Decay API allows users to integrate own internal models that forecast dynamic decay rates into PolyPaths. Once modelled, Deposits as well as other securities, can be run using PolyPaths ALM, which has several features including capabilities to measure liquidity risk. Within ALM users can customize Strategies which allow different outlooks on the balance sheet such as targeting growth levels, changing the mix of asset or liability types, or using strategies in forecasting liquidity stress.

Please contact us at support@polypaths.com to learn more!

As a companion to our recent AppPort 7.13 features showcase, this webinar explores the latest enhancements in our forecasting tool, PolyPaths ALM. Clients can now watch our highlights webinar here.

PolyPaths Version 7.13 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 7.13, including additional features in support of LIBOR transition, analytical support for modeling and valuing TBA futures and Interest Rate Lock Commitments (IRLC), and several quality-of-life user interface changes in AppPort.

The March 2023 issue of Pathways is now available! In this month’s issue, Daniel Wang explores how VaR can be leveraged across large data sets where LIBOR data may terminate while SOFR may not cover an entire lookback period. To handle this, PolyPaths has introduced built-in and extendible fallback logic, allowing users to designate fallback curves and volatility surfaces that can be used as proxies for historical intervals for which the primary driver curve or vol may not be available. 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, April 6th to explore the latest enhancements in our PolyPaths Enterprise Version 7.13 release. Full details and registration are available here.

Please join us on Thursday, March 30th to explore the latest enhancements in our forecasting tool, PolyPaths ALM Version 7.13 release. Full details and registration are available here.

Please join us on Thursday, March 16th to walk through several of the key highlights of version 7.13, including several SOFR-centric enhancements as part of the LIBOR transition. Full details and registration are available here.

PolyPaths offers a detailed stress testing FAQ along that walks through a step-by-step example of building the Comprehensive Capital Analysis and Review (CCAR) 2023 scenarios in PolyPaths. The document starts with the manual version for illustration of what each step is doing, but then moves into how to automate the entire process including bulk import of the scenario definitions and export of the results. Sample reference files are also available with the scenarios in both CSV and SCN format. Please reach out to us at support@polypaths.com to receive these files.