Low Rate, High Vol FAQ Available

With rising volatilities and falling rates amid the COVID-19 outbreak, we have received many inquiries related to what our models can and cannot handle. We have compiled a document on the most frequently asked questions. Reach out to us at support@polypaths.com to obtain a copy!

Pathways Issue No. 6

The March 2020 issue of Pathways is now available! In this month’s case study, David Oh outlines the steps needed to add a twenty year on-the-run Treasury bond to the PolyPaths’ market rates capture and to include this issuance in the fitting of the treasury curve. To access the newsletter please click here.

If you would like to be added to the distribution list, please email pathways@polypaths.com.

PolyPaths ALM Sample Report Pack

We have assembled a report pack showcasing sample reports available in our forecasting tool, PolyPaths ALM. Some of the most common and standard reports are Forward Market Value, Book Income, Cashflow, Counterparty Exposure, and Market Rates, but our reporting framework also allows for a high degree of flexibility across numerous fields. If you wish to view some of our ALM capabilities, please reach out to us at support@polypaths.com to obtain it. Click here to learn more about our ALM tool.

CCAR 2020 in PolyPaths

PolyPaths offers a detailed stress testing FAQ along that walks through a step-by-step example of building the Comprehensive Capital Analysis and Review (CCAR) 2020 scenarios in PolyPaths. The document starts with the manual version for illustration of what each step is doing, but then moves into how to automate the entire process including bulk import of the scenario definitions and export of the results. Sample reference files are also available with the scenarios in both CSV and SCN format. Please reach out to us at support@polypaths.com to receive these files.

Pathways Issue No. 5

The February 2020 issue of Pathways is now available! This month’s case study is written by Parmeet Singh who explores the impact of financing on base case and projected scenario results, including daily P&L, net carry, interest income, cash flows, and rates of return over various horizons. To access the newsletter please click here.

If you would like to be added to the distribution list, please email pathways@polypaths.com.

PolyPaths ALM v7.10 New Features Webinars

We are pleased to announce that PolyPaths Asset Liability Management Software v7.10 was recently released to our clients. PolyPaths ALM Product Manager, Mark Raaberg, has recorded a three-part Webinar series on the new functionality. Full details available here.