RiskVal Guide

CCY Bond Roll Enhancements | Weekly Release 1/5/2024

#1 : [JPY] Added support to plot CB Ownership Traders can now plot the “CB Ownership” in the lower graph in the “JPY Bond” window by...

Sprd/Bfly Enhancements | Weekly Release 1/5/2024

#1: Added shortcut functionality to select “Sprd/Bfly/Multi” graphing options From “Preferences-Graph-Config Graph Shortcuts…” traders...

Trade Blotter Enhancement | Weekly Release 1/5/2024

Added functionality to aggregate risk by EUR country A new preference has been added under “Preferences” labeled “Aggregate Risk By EU...

RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/15/2023

Key Features in this Release: RV Analysis [CCY Bond, Forward Swap Matrix] Added “Lookback Period” and the preference to use generic...

[New] PEN Enhancement | Weekly Release 12/15/2023

Added PEN Bond sheet Peru Government Bond sheet has been added to RiskVal. Under the Blotter tab, traders can access all PEN bonds and...

Forward Swap Matrix Enhancement | Weekly Release 12/15/2023

[BRL] Added support for OD futures offshore levels Traders can now call offshore levels for OD future contracts into the Forward Swap...

Trade Blotter Enhancement | Weekly Release 12/15/2023

[Listed Option] Added “Weight” column to calculate the cost of the package Traders can enter their portfolio of Listed Options. Selecting...

User Experience Enhancement | Weekly Release 12/15/2023

Added shortcut functionality to select “Sprd/Bfly/Multi Graph” features From “Preferences-Graph-Config Graph Shortcuts…” traders can set...

RV Analysis Enhancement | Weekly Release 12/15/2023

[CCY Bond, Forward Swap Matrix] Added “Lookback Period” and the preference to use generic historical data vs bond specific data In this...

RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/01/2023

Key Features in this Release: Future Net Basis Forecast o Added the ability to do a simple scenario analysis to the futures CCY Bond o ...

Forward Swap Matrix Enhancement | Weekly Release 12/01/2023

Added the Curve Regression analysis Traders can now quickly launch regression graphs from the newly added second set of curve correlation...

Sprd/Bfly Enhancement | Weekly Release 12/01/2023

Added Custom regression set of columns to allow users to enter different curve benchmarks per line item In this week’s release, Riskval...