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RiskVal Fixed Income (RVFI) Weekly Enhancements - 01/27/2023

Announcement: RiskVal has earned the “Best Vendor for System Support and Implementation” award at the “Risk Markets Technology Awards 2023”.


RiskVal’s team would like to thank all our clients globally for their ongoing trust and support and will continue to strive to deliver the best solution possible.


Key Features in this Release:

Fed Fund Simulation

o Added support for JPY-YE$


Forward Curve Analysis

o Added ability to only plot the spread between curves


CCY TBill

o Updated sector filter


GBP SSA + Covered

o [Curve Analysis] Added ability plot GBP treasuries


Bug Fixes & Minor Enhancements:

CCY Bond & Forward Swap Matrix [RV Analysis]: Added support for Custom Column function under “Table” – “Manage Columns”

GBP Sprd Bfly: Added support for “TII50” & “GBTII50”


Previous week's release - Future NB Forecast, Trade Blotter, USD SSA + Covered, Sprd/Bfly, and Forward Swap Matrix enhancements



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