PolyPaths offers financial professionals a wide variety of functionalities in Pre-Trade, Trade and Post-Trade analysis. PRE-TRADE Complete Risk/Return profiles on a single security or a group of securities and derivatives: Price/Yield Table: Yield, spreads (I-J-N-E-Z), average life, cap/swap value, PAC-bands under varying price and prepayment assumptions. OAS Analysis: Price/OAS table, duration, convexity, prepayment duration, current coupon duration, volatility duration. Speed Table: Historical speeds, back-tested model speeds, speed projections under varying interest rate scenarios.

PolyPaths’ solutions are supported by trading-quality models and analytical tools that enable users to manage interest rate, volatility and credit-sensitive positions for a wide variety of financial instruments across the trading lifecycle.

PolyPaths Asset Liability Management (ALM) integrates accounting and income simulation with market value economics and risk. It brings the analytics for the PolyPaths Trading & Risk Management solution to the strategic challenges of managing a balance sheet, with an emphasis on modeling, transparency, flexibility, and productivity. By bridging the gap between portfolio economics and accounting, ALM revolutionizes the calculation and reporting of assets and liabilities to improve risk measurement and decision making.

PolyPaths Distributed Processing extends the Desktop system to analyze larger portfolios with complex financial instruments within a client’s time frame. This may be traders who need results within minutes or risk managers who require reports completed by a certain time on a daily basis. Distributed Processing is designed for simple installation and minimal maintenance. The Admin Web Interface allows live management of the calculation grid. The Administrator can manage individual users, sessions, jobs and servers as well as implement policies on job priority limits, authentication, grid segmentation, lockout periods and more.

PolyPaths’ solutions are supported by trading-quality models and analytical tools that enable users to manage interest rate, volatility and credit-sensitive positions for a wide variety of financial instruments across the trading lifecycle.

PolyPaths helps users manage interest-rate, volatility and credit-sensitive positions providing models and other analytic tools for use in the pricing and hedging of fixed income and derivative portfolios. In addition, we supply a complete set of Greeks and other risk measures, as well as a flexible interface for compound and multi-horizon scenario analysis at the portfolio, sector, and individual security level. MODELS Mortgages/CMOs/Structured Product PolyPaths uses a 3-factor BGM interest-rate process (LIBOR Market Model), which features:

PolyPaths Desktop provides an interactive, single computer solution for pricing, bond relative value analysis and portfolio risk management. The system provides a flexible, interactive tool for analysis of everything from a single bond to an entire portfolio. With Desktop, users can easily: Construct a portfolio interactively or via batch upload. Assign portfolio-wide and instrument-specific modeling assumptions. Customize pricing assumptions for each instrument. Calculate return and risk measures for portfolios of interest rate, volatility, and credit-sensitive instruments.

Risk reporting at the department or company level can be complex and usually involves many different parties working together in multiple steps. Positions have to be gathered from various sources. Instruments need to be modeled. Price and pricing assumptions need to be accessed and validated. Consistent modeling assumption needs to be applied. Calculations need to be done in a specified time frame and exceptions are common. But, no matter what, reports have to be ready by morning.

Whether actively trading or analyzing pre- or post-trade data, PolyPaths’ solutions boost performance and optimize investment results for multiple users across the financial institution including traders, hedge fund managers, portfolio managers, risk managers, research analysts, and asset liability managers.