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Market View - Curves Enhancement| Weekly Release 4/19/2024

[CMT – SSA EU] Adjusted the curve to be built only using EU-NGEU bonds


In this week's release, RiskVal adjusted the “Market View” – “Curves” – “EUR” – “CMT” – “SSA EU” tab to use only “EU-NGEU” bonds for its curve construction. 

Note: Historical data has been backfilled with the new model’s methodology





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