Pathways Issue No. 51

The December 2023 issue of Pathways is now available! For this month’s case study, David Oh, walk throughs PolyPaths roll rate matrix functionaliy to assist forecasting prepays, defaults, and losss over a horizon using conditional transition probabilities. He walks through this framework using a published monthly transition table compiled using 120 million mortgage loan records. To access the newsletter please click here.

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