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RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/04/22


Key Features in this Release:

  • [USD] Added ability to use rates from SOFR curve instead of the Short term SOFR Swap rates

  • [USD] Added support for 4-month bill, including adding a generic “4M” bill in the Sprd/Bfly with historical data

  • [USD & EUR] Added SOFR/ESTR Matched Maturity and Zero spreads to Graph dropdown

  • Added support for MUTSCALM, JPY overnight fixing

  • Added Custom Columns functionality, already available in Sprd/Bfly

  • Added support for bond liquidity index (GVLQ)

  • Added ability to include/exclude BBG WIT bonds independently of UWI bonds in the delivery baskets


Bug Fixes & Minor Enhancements:

Market View – USD - SOFR: 1y point will now be fitted by default

CAD Prov & Covered: Added alert functionality under “Tools” dropdown




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