The May 2022 issue of Pathways is now available! In this month’s issue, Parmeet Singh explores our Funds Transfer Pricing (FTP) feature, using SOFR vs. LIBOR funding as a sanity check for illustration. FTP ties together our calculation engine with our forecasting tool, allowing for another layer of NII analysis. 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 26th for an update on the latest SOFR capabilities within PolyPaths. Full details and registration are available here.
The April 2022 issue of Pathways is now available! In this month’s issue, Andy Lui presents the required steps to make Libor an optional market input and to use an alternate yield curve like Treasury or SOFR in its place. 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 7.12 feature webinars, this webinar highlights the latest enhancements to our database product, PolyPaths Enterprise. This includes an overview of enhancements made to the pricing matrix, updates to our APIs, transparency and efficiency in high performance scenario calculations, improvements to our integration between ALM and Enterprise, enhanced clarity into database performance and security, and finally features that improve reporting and streamline usage. Clients can watch the webinar here.
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.
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 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.
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.
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.
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.