RiskVal Guide

IT FRN CCTS Enhancement | Weekly Release 1/7/22

Enhancement #1 Added “Floor Prem bp” set of columns Added live level, daily change, rich cheap heatmap, & z-score columns for “Floor Prem...

Market View - Repo Enhancement | Weekly Release 1/7/22

Added ability to upload repo file using Cusip/ISIN & terms Users can now upload special repos for specific bonds by uploading a .csv...

Forward Swap Matrix Enhancement | Weekly Release 1/7/22

Added support for IMM Annual Money Market, IMM Semi-Annual Bond, & IMM Quarterly Money Market as the IMMAM, IMMSB, and IMMQM,...

USD 2+ RVS Graph Enhancement | Weekly Release 1/7/22

Added ability to create additional panels Traders have the flexibility to create separate tabs under the USD Treasury 2+ RVS monitor....

Sprd/Bfly Enhancements | Weekly Release 1/7/22

Enhancement #1 Added “ESprd 2BD dZ”, "ESprd 3BD dZ", "ESprd 5BD dZ", "ESprd 10BD dZ”, & "ESprd 1M dZ" set of columns Added ESTR Spread...

Trade Blotter Enhancements | Weekly Release 1/7/22

Enhancement #1 Under Preferences, added “Futures Carry use CTD Repo” option By default, futures pick up the IRR as the default 3M Repo....

CCY Bond Roll Enhancement | Weekly Release 1/7/22

Enhancement #1 Added ability to enter custom historical date for Hist & Diff dropdowns Traders can now customize historical date and...

Forward Swap Matrix Enhancement | Weekly Release 12/17/21

Added ability to configure weights for ED & SOFR futures Added ability to specify outright weight for Eurodollar futures, Fed Fund...

Future Net Basis Forecast Enhancement | Weekly Release 12/17/21

Allow users to set 0 Net Basis Px for active future contracts For illiquid futures, traders have the ability to set Net Basis to 0. Once...

Global Macro Monitor Enhancement | Weekly Release 12/17/21

Added equity futures, equity vol, FX, FX Vol, & commodity futures In this week’s release, we added support for new equity futures “ES1”,...

Trade Blotter Enhancement | Weekly Release 12/17/21

Enhancement#1 Added a function to allow users to select all the positions in the same currency or same strategy To help traders manage...

Future Calendar Roll Enhancement | Weekly Release 12/10/21

[EUR] Added IVSPE set of columns In the EUR tab, added the following IVSPE related columns:

[New] DKK TBill | Weekly Release 12/10/21

Added Denmark TBill sheet Denmark TBills are now available in RiskVal. Traders can view and monitor the price, yield, and discount...

CCY SSA + Covered Enhancements | Weekly Release 12/10/21

Enhancement #1 Added ability to set SSA bonds as Comparable Bond “Comp Bond” column now supports traders to set SSA Bonds as Comparable...

EUR Bond Enhancement | Weekly Release 12/10/21

Added Latvia, Lithuania, & Estonia bonds To make the EUR Bond more complete, Latvia, Lithuania, and Estonia bonds have been added. To see...

Sprd/Bfly Enhancement | Weekly Release 12/10/21

Added support for generic TBA Traders can now enter generic TBA securities to see longer historical data for the newly issued TBAs. In...

Market View – Future Enhancements | Weekly Release 12/10/21

Enhancement #1 [Future - CAD] Added 30Y future “LGB” across the system In this week’s release, RiskVal added support for LGB – 30Y CAD...

CCY On the Run Enhancement | Weekly Release 12/3/21

Added IVSPO (OIS Invoice Spread) and IVSPS/IVSPE (SOFR/ESTR Invoice Spread) columns to the future table The IVSPO, IVSPE, IVSPS, columns...

CCY Bond Enhancement | Weekly Release 12/3/21

Added ability to filter sheet by BM CT At the top of CCY Bond sheets, a BM CT (Benchmark Current Treasury) button filter has been added....

Forward Swap Matrix Enhancement| Weekly Release 12/3/21

Enhancement #1 [EUR] Added support for ESTR vs EUR3s basis as “BSESTR3s-#X#” & “IMM3sBSESTR-##X#” formats, also available in G7 tabs...