RiskVal Guide

SSA - Curve Analysis Enhancement | Weekly Release 12/3/21

Enhancement #1 Added support for ESTR Spread YY & Z as plotting options Traders can access Curve Analysis from the “Analysis” dropdown....

Trade Blotter Enhancement | Weekly Release 12/3/21

Added default Floating Index selection for swaptions Under the Swaption section, traders have flexibility to set default Floating Index...

Market View – IRVOL Enhancement | Weekly Release 12/3/21

Enhancement#1 Added SOFR Swaption ATM strike, Spot premium, forward premium and their change of day In the transition to SOFR, the SOFR...

[New] Global Macro Monitor | Weekly Release 12/3/21

A monitor to see the benchmark treasury yields for each currency and equities with the change on day, heatmaps, and regression beta...

RV Analysis | Weekly Release 11/26/21

1) [CCY Bond] Added Mean Reversion Frequency and 1Std Mean Reversion Frequency filters In CCY Bond sheets, traders can access “RV...

Central Bank Rate Enhancement | Weekly Release 11/26/21

Added columns to show the Implied CB rate and the Market CB Rate for each of the curves, with the “Manage Columns” menu There are two...

TBill Enhancement | Weekly Release 11/26/21

Enhancement #1 [EUR] Allow traders to choose benchmark from the “BM CT” column In this week’s release, RiskVal enhanced TBill sheets and...

Sprd/Bfly Enhancement | Weekly Release 11/26/21

Added Carry and Roll set of columns with historical data when looking at TIPS bonds Carry + Roll columns have been added to CCY TIPS...

Bond CoD Graph Enhancement | Weekly Release 11/19/21

[EUR/GBP]Added option to show OISprd & IVSPO change on day In the EUR/ GBP CoD graphs, from “Preferences” – “Show”, traders can check the...

Future Calendar Roll Enhancement | Weekly Release 11/19/21

Added SSprd/ESprd options to R/C Graph for USD & EUR, respectively The lower split panel in “Fut Cal Roll” tab provides historical graphs...

Market View - IRVol Enhancement | Weekly Release 11/19/21

Added ability to upload vol spreads to ATM (Skew) In this week’s release, Vol traders have the option to import Skew under the IRVol tab....

EUR TBill Enhancements | Weekly Release 11/19/21

Enhancement #1 Added Finland, Greece, Netherlands, & Portugal Traders can now view TBills for Finland, Greece, Netherlands, & Portugal....

Forward Swap Matrix Enhancement | Weekly Release 11/19/21

Added MAC SOFR/ESTR swaps RiskVal added support for MAC (Market Agreed Coupon) SOFR/ESTR swaps. Traders can enter “SOFR[H/M/U/Z]#x#” &...

Bond Roll Enhancements | Weekly Release 11/19/21

Enhancement #1 Added Cusip search function For traders who would search for a bond using the Cusip, ISIN, or part of the identifier, can...

Trade Blotter Enhancement | Weekly Release 11/19/21

Added new Rate x Vol horizontal analysis to show PnL and Greeks for all Rate/Vol Shock Scenarios Added new “Rate x Vol Horizontal...

Historical Viewer Enhancements | Weekly Release 11/12/21

Enhancement #1 Added CMT – SSAEU data series To plot CMT – SSA EU timeseries, traders can click on “Bond – CMT” – “Yld” – “SSA EU” – “#”...

NZD SSA Enhancement | Weekly Release 11/12/21

Added CMT RVS set of columns Added NZD SSA bond spread to the NZD Trsy CMT RVS with its daily change, rich-cheap heatmap, & z-score...

Market View – Curves Enhancement | Weekly Release 11/12/21

[USD] Added SOFR Spread Z Spline curve to the back end; “SSprd Z RVS” column already available in the Bond sheet In this week’s release,...

Trade Blotter Enhancement | Weekly Release 11/12/21

[Bond] Added ability to see projected TIPS cashflows Traders can now view projected TIPS cashflows. After checking the desired TIPS...

Forward Swap Matrix Enhancement | Weekly Release 11/12/21

Enhancement #1 Added support for OIS MAC swap inputs Traders can now enter OIS MAC swaps into Forward Swap matrix using...