RiskVal Guide

Historical Viewer Enhancement | Weekly Release 4/29/22

Added support for SEK, NOK, CHF, DKK bonds & swaps In this release, SEK, NOK, CHF, DKK traders will be able to plot historical data of...

CCY Sprd/Bfly Enhancements | Weekly Release 4/29/22

Enhancement #1: Added support for additional SOFR packs, bundles, and ability to specify starting month RiskVal now supports the...

Forward Swap Matrix Enhancements | Weekly Release 4/29/22

Enhancement 1: When sending vol trades to Trade Blotter sheet, enabled “Notional Hedge” Traders can now send “Notional Hedge” Vol...

Future CTD Scenario Analysis Enhancement | Weekly Release 4/29/22

Updated delivery basket for TWE future In this week’s release, the TWEU2’s delivery basket has been updated according to the new CME’s...

Market View - IRVol Enhancement | Weekly Release 4/22/22

[RV Analysis] Added “Vega3M Neutral” weight In RV Analysis under the “Weight” drop-down, once traders select “Vega3M Neutral” they can...

Forward Swap Matrix Enhancement | Weekly Release 4/22/22

Added CMT support for Spain, Belgium, & Nederland RiskVal added support for Spain (ES), Belgium (BE), & Nederland (NE) CMT rates. They...

Global Rates Monitor Enhancement | Weekly Release 4/22/22

Added ability to select swap curve for each currency Traders now have the option to select which curve to set for each currency’s swap...

Sprd/Bfly Enhancements | Weekly Release 4/22/22

Enhancement #1: Added ability to send TBAs to Historical Viewer sheet To streamline viewing TBAs in the Historical Viewer sheet, traders...

Swap Box Enhancement | Weekly Release 4/22/22

Added support for user created TIPS Traders can now add user created TIPS (UWITII) to the Swap Box sheet. To create a new trade, click on...

Future CTD Scenario Analysis Enhancement | Weekly Release 4/22/22

Added option to choose which bonds and WIs to include in the future’s delivery basket Traders can uncheck the “X” column for a specific...

Forward Swap Matrix Enhancement | Weekly Release 4/15/22

Added the Swaption OTM Vol and Skew Traders who would like to see the Swaption Skew alongside their swaps and swap rates in the Forward...

Future Option Analysis Enhancement | Weekly Release 4/15/22

Added preference to use SOFR/ESTR or LIBOR swaption Traders can now choose SOFR or LIBOR as the swaption floating index for USD from...

Global Rates Monitor Enhancement | Weekly Release 4/15/22

Added forward inflation swaps & forward OIS “Forward Inflation Swaps” and “Forward OIS” have been added to Global Rates Monitor. Notes:...

CCY Bond Enhancement | Weekly Release 4/15/22

[RV Analysis/XCountry RV Analysis] Added ability to select multiple original issues for analysis To access RV Analysis, click “Analysis”...

Fed Fund Simulation Enhancement | Weekly Release 4/15/22

Added change on day column for the Current Rate For all CCY tabs, in the lower table a “Rate CoD” column has been added to show the...

Trade Blotter Enhancement | Weekly Release 4/15/22

Added support for ESTR swaps when looking at Meeting Date Rate Hedge Traders who are looking at the Meeting Date Hedging tool now can...

Future Net Basis Enhancement | Weekly Release 4/15/22

Added option to choose specific UWIs in the delivery basket For traders who are looking to exclude specific UWI bonds from the table,...

Central Bank Rate Enhancement | Weekly Release 4/8/22

Added support for Mexican CB meeting dates When traders have “MXN” on auto-build, RiskVal will show MXN tab under the CB Rate monitor....

USD SSA FRN Sheet Enhancement | Weekly Release 4/8/22

Added support for ASIA, BNG, CPPIBC, & IADB tickers From “Tabs” – “Create Standard Tabs” traders can add independent tabs for all four...

Swap Monitor Enhancement | Weekly Release 4/8/22

Added ability to select specific curves for different CCY swaps Traders who leverage the swap monitor to view their global swap rates...