Pathways Issue No. 49

The October 2023 issue of Pathways is now available! For this month’s case study, Kedron Wolcott, walks through an example of High-Performance Scenario Calculations (HPSC) on a book of TBAs. His analysis utilizes our stochastic scenario generator in conjunction with PolyPaths’ Enterprise solution to arrive at a table of P&L values spread across interest rate scenarios derived from PolyPaths’ industry-leading LIBOR / SOFR Market Model, with deep dive analysis available for any path(s) of interest. To access the newsletter please click here.

If you would like to be added to the distribution list, please email