Key Features in this Release: Sprd/Bfly Enhancements Added new function to aggregate all alerts from all tabs into a single tab for more convenient access an...

Key Features in this Release: OTC vs Exchange Vol Enhancement Leverage the OTC vs Exchange Vol sheet to track the volatility ratio which has recently spiked ...

Business Continuity Planning: How to backup & restore your RiskVal at a BCP site As many firms are executing contingency plans for the COVID-19 pandemic, tra...

Key Features in this Release: Bond Roll Added a second set of CT Sprd & Implied Lock Px columns for traders to compare the swap box to a secondary CT Added a...

Key Features in this Release: Sprd/Bfly Enhancements Developed a Strategy Enhancer as a tool for traders to enhance the relative value performance for On-the...

Key Features in this Release: Bond Roll Enhancements Added option under Preferences to allow STRIP traders to use the mid price for the whole bond and/or the...

Key Features in this Release: Trade Blotter Enhancement Enhanced the Bucket Risk (and Cashflow) for global macro traders to convert the buckets into USD DV01...

Key Features in this Release: Calendar ASW Enhancements Added a function to create generic tabs using the generic future rolls and included a quick refresher...

Key Features in this Release: Future Calendar Roll Enhancement Created a STIR view with new columns available for analyzing front & back future performance a...

Key Features in this Release: WI Creator Enhancement In this week’s release, RiskVal enhanced the When Issued Creator for traders to create and analyze the W...

Key Features in this Release: Special Note on Modelling 20-year WI bonds in RVFI With the official announcement that the U.S. Treasury will begin issuing 20-...

Key Features in this Release: Constant Maturity Treasury (CMT) Curve Enhancements Separated IT CMT into two curves: Low (coupon <4%) and High (coupon >=4%) f...

Key Features in this Release: Bond Roll Analysis Enhancement Enhanced RV Analysis which now organizes a subset of long vs. short relative value trading strat...

Key Features in this Release: Market View enhancements ASW Z Spline: Introduced a new proprietary Z-Spread Spline curve, available for G7 + AUD. Traders can ...

Key Features in this Release: Future CTD Scenario Analysis Enhancement Added the Wildcard Option Price in tick and bps for USD Bond Futures Swap Box Enhancem...

Key Features in this Release: Market View: WI Enhancement With recent discussions about the Treasury issuing a new 20-year, this section outlines how traders...

Key Features in this Release: CMT Curve Enhancement Enhanced all CMT Curves to use each country’s default weight (Free Float, Issue Size, or Outstanding Size...

Key Features in this Release: WI Enhancement Added “SP Curve Roll” roll method for traders to set the 30-year WI Bond’s WI Roll as the “SP Derived WI Roll” S...

Key Features in this Release: Bond Roll Enhancements RV Analysis: Expanded the options in the Butterfly Generator section to include “tolerance”. Also, made ...

Key Features in this Release: Bond Roll Enhancements [JPY only] Updated “Orig” column to series that shows the market convention ticker prefixes instead of o...