RiskVal Guide

RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/26/2023

Key Features in this Release: Future CTD o Added ability to choose Early/Late Delivery Date through a dropdown method, also available in...

CCY TBill Enhancement | Weekly Release 05/26/2023

In this week’s release, traders can save the customized height of the lower graphs by checking the “Save Graph’s Height” option from...

CANHOU Bond Enhancement | Weekly Release 05/26/2023

In this week’s release, traders can now choose treasury bonds as the benchmark under the “BM CT” column in the “CANHOU Bond Roll...

Sprd/Bfly Enhancement | Weekly Release 05/26/2023

Enhancement: Added ability to send matched maturity bond-swap spreads directly to the Trade Blotter, including Matched Maturity Invoice...

Future CTD Analysis Enhancements | Weekly Release 05/26/2023

Enhancement #1: Added ability to choose Early/Late Delivery Date through a dropdown method, also available in Future Calendar Roll sheet...

RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/19/2023

Key Features in this Release: EUR Bond o Added ability to set SSAs as Comp Trsy Sprd Bfly o Added option to sort columns by absolute...

Market View Enhancement | Weekly Release 05/19/2023

Enhancement #1: [Curves - TWD] Added support for onshore & offshore swap curves Traders can now view both onshore and offshore LIBOR...

Central Bank Rate Enhancement | Weekly Release 05/19/2023

Enhancement: Added support for Sweden (SEK), Norway (NOK), & Switzerland (CHF) bank meeting dates In this week’s release traders can find...

Sprd/Bfly Enhancement | Weekly Release 05/19/2023

Enhancement #1: Added option to sort columns by absolute level Traders can now sort the columns based on the absolute level of the data...

EUR Bond Enhancement | Weekly Release 05/19/2023

Traders can use the “Comp Trsy” column to set the comparative treasury country or bond for each individual country in the EUR Bond sheet....

RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/12/2023

Key Features in this Release: Future CTD o Added support for AUD futures USD & EUR Bond o Added Forward SOFR and Forward ESTR, “FSOFR”/...

ETF Enhancement | Weekly Release 05/12/2023

From ETF tab traders can click on “New” and paste bond ISINs or even leverage “Bond Chooser” in the popup tab. After they adjust weight...

CCY Bond Enhancements | Weekly Release 05/12/2023

Enhancement #1: [USD/EUR] Added Forward SOFR and Forward ESTR, “FSOFR”/ “FESTR” columns Forward SOFR rate (FSOFR) & forward ESTR rate...

Future CTD Enhancement | Weekly Release 05/12/2023

In this week’s release, traders can add AUD futures to Future CTD Analysis. At the moment, this tab supports YM, VT, XM, and LT futures....

RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/05/2023

Key Features in this Release: Market View o [Curves - USD – LIBOR] Removed ED$ & updated fitting points o [Basis Swap] Added CHF OIS...

CAD Prov & Covered Enhancement | Weekly Release 05/05/2023

From “Ticker” popup traders can select “PSPCAP” bonds and filter them under their tab. From “Tabs” – “Create Standard Tabs” traders have...

CCY TBill Enhancement | Weekly Release 05/05/2023

In the CCY TBill sheet, traders can now access the “Curve Analysis” tab under the “Analysis” – “Curve Analysis” menu. Traders can select...

Trade Blotter Enhancement | Weekly Release 05/05/2023

Traders can now access the “1M SOFR Hedge + Future Repo Risk” analysis in Trade Blotter. The function will allow traders to see 1M SOFR...

Future CTD Enhancement | Weekly Release 05/05/2023

From “Tools” – “To Trade Blotter”, traders can now send the full delivery basket of a future to trade blotter. The delivery basket will...

Market View Enhancements | Weekly Release 05/05/2023

Enhancement #1: [Curves - USD – LIBOR] Removed ED$ & updated fitting points Due to the discontinuity of Eurodollars, the ED$ table has...