RiskVal Guide

RiskVal Fixed Income (RVFI) Weekly Enhancements - 02/03/2023

Key Features in this Release: Trade Blotter o Added support for Bucket Risk (Risk Free Rate) Calendar ASW o Added Fwd SOFR(ESTR)...

Historical Viewer Enhancement | Weekly Release 02/03/2023

Added “Basis Swap – IMM”, “FRA/OIS”, & “FRA/OIS – Generic” support for AUD From “Series” traders can now add “IMM”, “FRA/OIS” & “FRA/OIS...

JPY Bond Enhancements | Weekly Release 02/03/2023

Enhancement #1: Added “Simp Yld Close” column Traders can now see the “Simpl Yld Close” column, which will show the previous business day...

Calendar ASW Enhancement | Weekly Release 02/03/2023

Added Fwd SOFR(ESTR) DV01(PV01) swap hedge options To further complete the Calendar ASW, we have added the SOFR/ESTR hedging. In the...

Trade Blotter Enhancement | Weekly Release 02/03/2023

Added support for Bucket Risk (Risk Free Rate) Traders can now calculate bucket risk on risk free rate curves, such as SOFR for USD, ESTR...

RiskVal Fixed Income (RVFI) Weekly Enhancements - 01/27/2023

Announcement: RiskVal has earned the “Best Vendor for System Support and Implementation” award at the “Risk Markets Technology Awards...

GBP SSA Enhancement | Weekly Release 1/27/2023

Traders can now include GBP treasuries in the “Curve Analysis” pop-up window. First, click on the “Config” button between “GBP SSA...

CCY TBill Enhancement | Weekly Release 1/27/2023

Traders can now filter TBills by sector. Traders can choose to include OTR, 0~3M bills, 3~6M bills, 0~6M bills, and/or 6~12M bills. If...

Forward Curve Analysis Enhancement | Weekly Release 1/27/2023

Enhancement: Added ability to only plot the spread between curves After selecting CCY(s), curves, & terms, traders can click “Config” –...

Fed Fund Simulation Enhancement | Weekly Release 1/27/2023

Enhancement: Added support for JPY-YE$ Traders can now see the JPY meeting days and the probability of whether there will be a hike or a...

Risk Markets Technology Awards 2023: Best Vendor for System Support and Implementation

RiskVal is honored to be awarded the Risk Markets Technology Award for Best Vendor for System Support and Implementation in 2023. From...

RiskVal Fixed Income (RVFI) Weekly Enhancements - 01/20/2023

Key Features in this Release: Future NB Forecast o Added function to sort a future basket by net basis Trade Blotter o Added “Gross...

Forward Swap Matrix Enhancement | Weekly Release 1/20/2023

Enhancement: Added “Reg(weeklyChg) Weight” & “Reg(weeklyChq) Weight using 2 Sprd” weight options The weight menu has been updated to add...

Sprd/Bfly Enhancement | Weekly Release 1/20/2023

Enhancement: Added option to plot only average line in Multi Graph In this week’s release, traders have option to plot only Average line...

USD SSA + Covered Enhancement | Weekly Release 1/20/2023

Enhancement: [Curve Analysis] Added ability to plot USD treasuries alongside the SSAs Traders can now plot and analyze USD GOVT bonds...

Trade Blotter Enhancement | Weekly Release 1/20/2023

Enhancement #1: [Horizontal Analysis] Added option to enter a beta for the rate/vol bumps Traders can now add a beta factor to further...

Future NetBasis ForecastEnhancement | Weekly Release 1/20/2023

Enhancement: Added function to sort a future basket by net basis After entering a future into the “Future Prefix” box, RiskVal will load...

RiskVal Fixed Income (RVFI) Weekly Enhancements - 01/13/2023

Key Features in this Release: CCY Bond o [EUR] Added ability to add additional future rows o Added ability to include/exclude BBG...

GBP SSA Enhancement | Weekly Release 1/13/2023

Traders can now send the S/A Comp Spread data directly from “GBP SSA+ Covered” to the “Hist Viewer” window to plot the streamlined data....

Historical Viewer Enhancement | Weekly Release 1/13/2023

German OTR TBills are now added to Historical Viewer. Traders can choose desired rates and series from the “Data Series Chooser” pop-up....