RiskVal Guide

Key Features in this Release: Trade Blotter Added support for Mortgage trade type Forward Swap Matrix Added support for individual Euro$...

Key Features in this Release: [New] Global Rate Monitor Traders can have a global snapshot view of Treasuries, Inflation Bonds, Futures,...

Key Features in this Release: Sprd/Bfly Added support for future IVSP (YY/T/Z) and IVSPO (YY/Z) using “<Bond Future>_IVSP/IVSPO_(YY/T/Z)”...

Key Features in this Release: Fed Fund Simulator Added a “FOMC Rich-Cheap” Analysis for the FOMC meeting dates Trade Blotter For Bucket...

Key Features in this Release: Forward Swap Matrix Added support for straddle swaption spot premiums and forward premiums, also available...

Key Features in this Release: Sprd/Bfly Added the option to enable recalculating the “Modified Duration” upon restart Added “Refresh”...

Key Features in this Release: [New] Option Monitor Added SPX options for macro traders interested in equity/vol exposure. Traders can...

Key Features in this Release: Callable Grid Allow Traders to configure Standard and Extended tab Terms Added “Next Call Date”, “Call Prob...

Key Features in this Release: [New] USD Agency FRN Created a new sheet containing USD Agency Floating Rate Notes and “FFCB”, “FHLB”,...

Key Features in this Release: Emerging Markets Brazil On/Offshore: In this week’s release, we have added the BRL On/Offshore basis curve...

Key Features in this Release: Trade Blotter [Emerging Markets] Expanded the Bucket Risk to include the FX Spot and forwards for currency...

Key Features in this Release: [New] SWAP Monitor Added new SWAP Monitor to show different indices of all active countries G7 Bond Added...

Key Features in this Release: WI 30 and WI SP30 Refresher on how to create the WI for the upcoming 30 year on-the-run and its strip Trade...

Key Features in this Release: CCY Bond Enhanced “Graph” dropdown with Carry, Rolldown, and sum of Carry and Rolldown for theASW YY, OIS,...

Key Features in this Release: Alert Monitor Added a tab to show all enabled alerts across all initialized sheets and tabs, with the...

Key Features in this Release: TIPS [GBP] For Inflation traders interested in analyzing linkers against the SONIA curve, RiskVal added...

Key Features in this Release: Bond Roll Added “XCCY Fixed Yld” columns to convert bond cashflow into another CCY cashflow and imply the...

Key Features in this Release: User Experience Allow traders to load the previous business day’s closing levels in lieu of the real time...

Key Features in this Release: Bond/TIPS/TBILL/ Agency Added “MM Position” column to allow traders to enter their positions on the bonds,...

Key Features in this Release: Sprd/Bfly Added “+/- stdev” checkbox so traders can specify number of standard deviations they would like...