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.
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.
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.
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.
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.
The November 2021 issue of Pathways is now available! In this month’s issue, Aaron Leclair walks through how users can infer relationships between variables and potentially project future values by implementing time-series reports in PolyPaths Enterprise. To access the newsletter please click here.
If you would like to be added to the distribution list, please email pathways@polypaths.com.
Feeling creative? From simple reporting to fully integrating processes currently done in external spreadsheets, Math fields within PolyPaths ALM are a quantitative outlet for creative minds as well as an easy way to expand income forecasts to meet custom reporting needs. Clients often have their own methods and metrics they use to gauge their success. Math fields provide the flexibility to express those views. Customizable through an easy-to-use interface, Math fields may be defined using simple or complex formulas, if/then logic to assign values through time, period totals and averages, ratios, period-over-period deltas, or comparisons to forecasted market data. Clients can now watch our presentation here that will explore a simple market value attribution application and a more expanded reconciliation of net interest income.
Please join us on Thursday, November 4th to learn more about Math fields in PolyPaths ALM. From simple reporting to fully integrating processes currently done in external spreadsheets, Math fields within PolyPaths ALM are a quantitative outlet for creative minds as well as an easy way to expand income forecasts to meet custom reporting needs. Full details and registration are available here.
The October 2021 issue of Pathways is now available! In this month’s issue, David Oh reviews recent extensions that were made to our Performance Attribution module. A full webinar is available here. In this case study, David walks through a sample duration attribution analysis step-by-step for a sample portfolio. To access the newsletter please click here.
If you would like to be added to the distribution list, please email pathways@polypaths.com.
As part of version 7.11 release, we extended our existing trinomial tree model for callable bonds by adding a Shifted Lognormal Trinomial Tree as a new options model. Clients can now watch our webinar here where we overview the motivation of the model, discuss recommendations, cover some model validation features, and touch upon some upcoming version 7.12 enhancements in relation to the model.