RiskVal Guide

Sprd/Bfly Analysis Enhancements| Weekly Release 3/22/2024

# 1: Added Mean Square Error, “MSE”, and its square root, “RMSE”, columns “MSE (Mean Square Error)” & “RMSE (Square Root of MSE)” columns...

Future CTD Scenario Analysis Enhancement | Weekly Release 3/15/2024

Added a button to resort the deliverable bonds by Implied Repo Rate In the Future CTD, while experimenting with the deliverable bonds,...

Fed Fund Simulation Enhancement | Weekly Release 3/15/2024

Added Price, Rate and corresponding historical data for the future contracts in the top section “Price” & “Rate” rows have been added to...

Forward Swap Matrix Enhancement | Weekly Release 3/15/2024

Added support for Zero Coupon Swaps, also available in Sprd/Bfly Traders can now enter SOFR & ESTR zero coupon swaps into Fwd Swap Matrix...

Swap Box Enhancement | Weekly Release 3/15/2024

Added the option to enter the “Total Cash Value (MM)” In this week’s release, traders can now enter the “Total Cash Value (MM)”, which is...

Trade Blotter Enhancements | Weekly Release 3/15/2024

Added the Previous Clean MTM set of columns in both the bond and the summary sections From “Table” – “Manage Columns” traders can add...

SSA + Covered Enhancement | Weekly Release 3/8/2024

[Curve Analysis] Added Issuer filter In this week’s release, RiskVal enhanced the “Curve Analysis” in “CCY SSA + Covered” sheet to filter...

Sprd/Bfly Enhancement | Weekly Release 3/8/2024

Added ability to send $Divide input to Historical Viewer Traders can now send the “$Divide” inputs (Ratio of two securities/strategies)...

CCY TIPS Enhancement | Weekly Release 3/8/2024

Added column to show the carry adjustment component of Carry Adjusted BEI Carry adjusted BEI is shown in the “Carry Adj BEI” column. Live...