RiskVal expands EM market coverage for its flagship pre-trade analytics product

Updated: Feb 5

NEW YORK, 9 November 2018, RiskVal’s pre-trade analytics for fixed income and FX markets expanded significantly into emerging markets in recent updates. Diligent weekly releases keep RVFI abreast with market needs, and include multiple functional enhancements to benefit the trading community. The most impactful updates delivered in October 2018 and what they mean for institutional traders monitoring the fixed income market are discussed below.


The releases this past month include a wide array of improvements with a particular focus on the emerging market sphere. Based on trader feedback, we have strives to increase support for this area and have heavily targeted Europe and South America.


In the Eurozone periphery, RiskVal expanded RVFI’s coverage for government bond analysis. The proprietary implementation of the Nelson-Siegel-Svensson model used for core-country relative value analysis is now extended to cover Portugal, Finland, Austria, and the Netherlands. Traders use these term structure models to analyze the rich/cheap performance of each security versus the yield curve. RiskVal integrates each model into our “relative value workflow” which facilitates trading strategy discovery and monitoring. It enables traders to easily track performance on spread, butterfly, and cross market strategies.


In addition to enhancements in the Eurozone, RiskVal has responded to trader demand in South America to cover Brazilian, Colombian, and Chilean derivative market. Traders can track interest rate swap strategies for these emerging markets next to existing G15+ coverage. Additionally, RiskVal has enhanced trade strategy discovery with an expected returns matrix driven by volatility adjusted roll down. Traders are using these tools to reveal opportunities across the emerging market swap curves to model, hedge, and track strategies in RVFI.

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RiskVal Financial Solutions, LLC, is a global supplier of SaaS for trading strategies, risk management, and portfolio management. RiskVal provides software such as analytics and trading systems in fixed-income, credit derivative, equity, foreign exchange, and derivative securities.

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