RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/18/19

Key Features in this Release:


Market View: WI Enhancement

  • With recent discussions about the Treasury issuing a new 20-year, this section outlines how traders can leverage RiskVal’s When-Issue Creator to model up a 20-year WI bond and analyze its performance within that sector

G7 + AUD Bond Enhancements

  • [AUD only] Added option to show the synthetic CTD bond

  • Added ASW Z RVS to the graph dropdown to show the spread performance to RiskVal’s Z-Spread spline curve

Future Calendar Roll Monitor Enhancements

  • Added ability to send any pair to the Calendar ASW, remembering trader’s “Fwd Repo” if marked in the Fut Cal Roll

  • Added tooltips with column definitions to help distinguish column names

Swap Box Enhancement

  • Support clearinghouse for USD (LCH/CME) and JPY (JSCC/LCH) such that RiskVal will remember the clearinghouse preference when sending trades from sprd/bfly to swap box

Future CTD Scenario Analysis Enhancement

  • Redesigned the overall layout, such that the key user-inputs to run scenario analysis will no longer be squeezed if traders have more narrows screens


Bug Fixes & Minor Enhancements:


Future CTD: Enhanced the wildcard option scale

GUI enhancement: Renamed “To Bond Trade” as “To Trade Blotter” across Swap Box, Forward Swap Matrix, and Future Option Analysis sheets

Market View: In FX Vol & Curve tabs, added PCS configuration

Strips S+SP: Added 2+ RVS columns to the default view

EUR Bond: Added Cyprus bonds to the lower panel graph, if traders subscribe to Cyprus

Sprd/Bfly: Enhanced the Spread & Butterfly Generator function such that we by default send the selected strategies “to new tab”, instead of selecting the current tab

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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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