RiskVal Guide

Global Preferences Enhancement | Weekly Release 3/18/22

Added ability to control US FOMC roll date In this past week, there was a FOMC roll, which was rolled off on the same day. Some traders...

Trade Blotter Enhancements | Weekly Release 3/18/22

Enhancement#1: Added bucket Vega support for listed options Traders who keep track of their Listed Options in the Trade Blotter, can now...

Market View - Curves Enhancement | Weekly Release 3/18/22

Added Libor curve support for IDR Traders who analyze the Indonesian bonds can now see how they fare against the IDR LIBOR curve. This...

Basis Swap & Custom Basis Enhancement | Weekly Release 3/18/22

Enhancement [EUR] Added support for ESTR vs EUR1s basis From the “EUR” – “ESTR vs EUR1s” tab, traders can load the basis swap spread...

Forward Swap Matrix Enhancements | Weekly Release 3/18/22

Enhancement #1 Added ability to send meeting dates to Trade Blotter To enter meeting dates in Forward Swap Matrix sheet, traders can use...

CB Rate Monitor Enhancement | Weekly Release 3/18/22

Enhancement Added KRW KRW has been added to CB Rate Monitor. Traders can double click on a cell to view the historical data and click on...

[New] GBP SFI Monitor Enhancement | Weekly Release 3/18/22

Enhancement Added GBP SFI Monitor GBP SFI Monitor is added for traders to better monitor GBP Eurodollar. Traders can enter strategies in...

CAD Prov & Covered Enhancement | Weekly Release 3/11/22

Enhancement Added additional sets of XCCY ASW columns, including GBP SONIA to XCCY ASW Two additional sets of XCCY ASW columns have been...

Trade Blotter Enhancement | Weekly Release 3/11/22

Enhancement [Swaption] Added keyboard shortcuts to set “Pay/Rcv” column Under Swaption section, users can now use the keyboard to edit...

Basis Swap & Custom Basis Enhancements | Weekly Release 3/11/22

Enhancement #1 [KRW] Added KRW Fixed vs SOFR basis RiskVal added support for KRW Fixed vs SOFR basis swap to the Basis, Custom basis, and...

CCY TIPS Enhancements | Weekly Release 3/11/22

Enhancement #1 Added ability to set WI as the comparable treasury Traders can now set WI as comparator treasury for TIPS bonds. Double...

USD Sprd/Bfly Enhancement | Weekly Release 3/11/22

Enhancement In the butterfly generator, when choosing one bond, the other legs will be the same distance away from the chosen bond The...

Swap Box Enhancement | Weekly Release 3/11/22

Enhancement Added option to set the default as SOFR futures for the strip hedge In the strategy detail tabs, there is a section to show...

TBill Enhancement | Weekly Release 3/4/22

Enhancement Added SER Ted YY/T & SFR TED YY/T columns Note: Traders can add these columns to their view from “Table” – “Manage Columns”.

USD Sprd/Bfly Enhancement | Weekly Release 3/4/22

Enhancement #1 Added “SSprd YY Stdev_d” & “IVSPS YY Stdev_d” columns RiskVal added support for SOFR/IVSPS spread YY realized daily vol...

CCY S+SP Enhancement | Weekly Release 3/4/22

Enhancement [USD/EUR] Added SOFR/ESTR spread Z heatmap & z-score, STRIP B/E & STRIP B/E SP SOFR/ESTR spread Z, & SOFR/ESTR spread YY...

Swap Box Enhancements | Weekly Release 3/4/22

Enhancement #1: Added support for SOFR/ESTR/OIS Sprd True columns From “Table” – “Manage Columns” traders can add support for...

Market View - Curves Enhancement | Weekly Release 3/4/22

[KRW & SGD] Added central bank meeting dates & ability to use them as fitting points Central bank meeting dates are added as a section in...

Fed Fund Simulation Enhancement | Weekly Release 3/4/22

Enhancement Added support for ESTR rate EUR-ESTR tab has been added to the Fed Fund Simulation sheet. Note: ECB & current rate will be...

Market View - IRVol Enhancement | Weekly Release 3/4/22

Added Forward Vol matrix Annual Forward Vol matrix has been added to the “Normal Vol” section. Traders can double click on the cell to...