Key Features

  • Pricing Matrix for market making is a complete front-to-back solution
  • Leverages RiskVal’s award-winning analytics
  • Flexible pricing control available on a security-by-security basis
  • Customizable best market aggregator
  • Real-time P/L and real-time risk breakdown reports  
  • Bloomberg TOMS for downstream and upstream STP functions
  • Fully Integrated with BrokerTec/eSpeed/Tradeweb/CME market data and OM framework
  • End-of-Day (EOD) mark to market process

RVDealer: Cash

RVDealer is a fixed income sell side solution for Treasury and Agency product market makers. The system is a sophisticated pricing matrix which leverages RiskVal’s award winning real-time analytics. RiskVal’s Pricing Matrix provides conventional pricing models as well as its own proprietary spline curve method for traders to price securities effectively and competitively.

Dealers, by common practice, use the best aggregated market price with their own manual adjustments as their offering price. This workflow has proven to be inefficient and creating an arbitrage opportunity for buy-side firms. RiskVal Pricing Matrix specifically addresses the gap by leveraging its proprietary spline curve model which is deployed to multiple dealers and proven to improve their off-the-run pricing by 30% or more. Dealer can customize their pricing configuration depending on the firm’s balance sheet and aggressiveness.

RiskVal Pricing Matrix is equipped with essential features including real-time P/L, real-time risk, and 3 keystroke sales/trading ticketing framework with full integration of Bloomberg TOMS system. In addition to providing traders with various spread logic computations to price off-the-run securities.