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RiskVal Fixed Income (RVFI) Weekly Enhancements - 09/08/2023


Key Features in this Release:

o Added the option to apply the switch option to the scenario analysis


o Move EUR SSA’s CROATI to the EUR Bond


o Expanded the alerts function all the columns and the option to pop out the tabs


o Bucket Risk & Forward Bucket Risk will now use SFR futures

o Enabled LIBOR TED Hedge for CAD


o [Repo] Added new repo file to import all countries’ repo in EUR at once, called “Open GC Sample File (.csv)"

o [IRVOL] Added support for 9m & 18m expiries in RV Analysis


Bug Fixes & Minor Enhancements:

Market View – Repo:

o [Repo] Renamed “Open Sample File (.csv) to “Open Special Sample File (.csv)

o [PLN Curve] Added 12, 15, 20, 25, 30 year points

o [SGD IRVOL] Reset the default value from lognormal to normal

USD S+SP: Added “Whole Bond CUSIP” & “Whole Bond Issue Sz B” columns

Sprd Bfly: [GBP] Added “SONIA Sprd YY ZS” column

Forward Swap Matrix: Allow Added support for JPY TONAR futures, also available in the Sprd/Bfly




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