User Application

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.

USER CAPABILITIES/FUNCTIONALITY

Traders

  • Quick valuation of complex structured products with state of the art models
  • Flexible tool for managing and monitoring market trading positions, hedge positions and P&L impact
  • Easy management of pricing and offering sheet
  • Formula based pricing
  • Quick pricing adjustment through benchmark securities
  • Full risk reporting
  • Line item hedge allocation
  • Trade tracker to add market color
  • OAS Analysis

Portfolio Managers

  • Comprehensive coverage for the fixed income sector
  • Seamless integration with leading data vendors
  • Historical return and attribution reporting
  • Easy customer and master account setup for efficient pricing and risk reporting
  • “What-if” trade analysis, risk/return profiles
  • Easy model and Index portfolio set-up
  • Easy portfolio comparison: customer, customer plus proposed trades, model, index
  • Analytics library integration

Hedge Fund Managers

  • Offering evaluation and comparison
  • Income/convexity tradeoff
  • Management of leveraged and hedged investment portfolios
  • Full risk reporting
  • Leveraged return calculation by associating financing information with each position
  • Views that combine asset and hedge into strategy buckets
  • Daily income projection including: interest income, financing cost, and mark to market gains
  • Relative value analysis

Risk Managers

  • Consistent valuation methodology across sectors
  • Price and pricing assumption validation
  • Fast, large scale computations
  • Aggregation of positions and risks across sectors
  • Key rate duration
  • Stress testing
  • VaR
  • Risk aggregation across all portfolios
  • Easy export of risk measures to other systems

Research Analysts

  • Rich-cheap and relative value analysis
  • Fine control of modeling assumptions
  • Total return, OAS, historical analysis
  • Bonds and portfolio comparison

Asset Liability Managers

  • Bank balance sheet modeling
  • Run income and balance sheet simulation
  • Combine earnings with risk
  • Easy to develop and understand reporting