Please join us on Thursday, June 25th for an overview of the new Scenario Sets feature introduced in Enterprise v7.10. Full details and registration are available here.
Thursday June 25th – 11am ET
Scenario Sets in PolyPaths Enterprise
Introduced as part of Enterprise version 7.10, Scenario Sets allow users to associate individual scenarios with one or more named sets (e.g. CCAR, BAU, VaR, RBC). For example, a client may have 200 scenarios used for monthly stress testing based on historical data, and each month one scenario is dropped and replaced with another. Previously, each job associated with those scenarios (e.g. Calculation, Report Generation, etc.) would need to be updated accordingly. With scenario sets, jobs may be defined with respect to a named set. As a result, any modifications can be done in a single place by modifying the set itself. Those changes will then flow through automatically to any related jobs and reports. Scenario Sets are also available through AppPort’s Open from DB function, allowing users to pull in a selected set of scenarios for interactive analysis through AppPort.
This overview of the Scenario Sets feature will cover the following topics:
- Brief Recap of Scenario Shocks
- Large-scale Stress Testing with Large Number of Scenarios
- Scenario Sets in Enterprise
- Creating and Modifying Scenario Sets
- Calculation Jobs
- Web Reports
- Report Generation Jobs
- Scenario Sets with AppPort
To register for this webinar, please click here.