RiskVal Guide

Key Features in this Release: Trade Blotter Added support for Mortgage trade type Forward Swap Matrix Added support for individual Euro$...

Added historical data for all rates Historical data has been added for all CB Rates for USD, EUR, GBP, CAD, JPY, and AUD. In order to...

Enhancement #1 Added support for “G2SF” Added TBA data for the G2SF sector. Enhancement #2 Added support for “FN30 1.5” Added TBA data...

Added support for EURO STOXX index, “SX5E”, and Euro STOXX Banks Pricer “SX7E” Traders can now monitor the EURO STOXX 50 Price and the...

Enhancement #1 Added support for individual Euro$ Convexity using "CNVXED[HMUZ]#" Traders can enter "CNVXED[HMUZ]#" format for Euro$...

Added support for Mortgage trade type Traders can add the “MTGE” section from the “Type” dropdown, or create new tab by clicking on the...

Key Features in this Release: [New] Global Rate Monitor Traders can have a global snapshot view of Treasuries, Inflation Bonds, Futures,...

Relabeled the “Sum (DV01)” to “Sum (OAS DV01)” and added the “Sum(IRDV01)” Once traders check their bonds, and from the “Pricing” menu...

Enhancement #1 [JPY] Added support for the DTIBOR basis, “JPY3sDTIBOR” and “JPY6sDTIBOR” Traders can access DTIBOR basis, from the “Basis...

Added the heat map in Change on Day (CoD) and (Daily CoD) to illustrate richness/cheapness. Traders can add the heat map for CoD and...

Enhancement #1 Added support for the CME Swap Futures, such as “CHPU1” Traders can enter their CME Swap Futures into the trade blotter to...

Added the ability to create WI FRN Traders can create FRN WIs to analyze the new incoming WI FRN. In the “WI FRN” tab, click on the “New”...

Traders can have a global snapshot view of Treasuries, Inflation Bonds, Futures, Swap, Swap Spreads, Basis, Central Bank Rates, Fra-OIS...

Key Features in this Release: Sprd/Bfly Added support for future IVSP (YY/T/Z) and IVSPO (YY/Z) using “<Bond Future>_IVSP/IVSPO_(YY/T/Z)”...

Added Realized Market Vol “Rlzd MKT Vol”, Vol Score “Vol Score”, and three-month rolldown “3M Roll” columns In the RV Analysis, there are...

Added support for “DDMMMYY” format under the “Fwd Term Curve Date” & “Tail Term” sections In the Forward Curve Analysis, Traders can now...

Added category to see historical data for expired FOMC meeting dates In order to plot these dates, click <Click to Browse>. In the Data...

Extended "Future Carry + Roll based on CTD” flag to cover the CCY IVSP and the New Global IVSP sheets In the Global IVSP, there is a...

Added new sheet for EUR Semi bonds RiskVal has created a new sheet for traders who would like to analyze EUR Semi bonds. Traders can...

Enhancement #1 Added support for future IVSP (YY/T/Z) and IVSPO (YY/Z) using “<Bond Future>_IVSP/IVSPO_(YY/T/Z)” format Traders can enter...