Please join us on Wednesday, May 15th to walk through several of the key highlights of version 7.14, including expanded risk analytics, new reporting options, an enhanced portfolio comparison tool, and additional flexibility for loan and MSR cash flow modeling. Full details and registration are available here.

Wednesday May 15th - 11am ET
PolyPaths Version 7.14: Features Showcase

Please join us to walk through several of the key highlights of PolyPaths Version 7.14. In addition to updating our default model settings throughout the application to reflect LIBOR cession, this latest version includes a wide range of enhancements, including inflation as a standalone risk factor as well as inclusion within Performance Attribution and VaR; a new Discounted Cash Flows screen; BGM calibration report enhancements; multi-horizon price caps and floors relative to a benchmark; expanded syntax for Math fields, Pricing Method, and generic instrument Mnemonics; eMBS and B-Pipe integration; a new Valuation API that may be used to load custom asset classes; dynamic server allocation in the cloud, and ACS 815 benchmark hedging extensions. This webinar will touch on all PolyPaths applications, including PolyPaths TRM (Trading & Risk Management), PolyPaths ALM (Asset Liability Management), and PolyPaths Enterprise.

To register for this webinar, please click here.