RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/18/20


Happy Holidays & Happy New Year from the RiskVal Team!


We thank you for your continued support. May the new year bring happiness and

most importantly – safety and good health!


This marks the final release of 2020. The RiskVal team is still available for any

RiskVal-related questions, feedback, or inquiries throughout the holiday season.

As always, please feel free to ping us, send an e-mail, or give us a call! Thank you.



Key Features in this Release:


Swap Box

  • Allow traders to manage their own custom column layout across the top spot panel

  • Enhanced the spot and forward analysis to include “SOFR/ESTR YY” and “SOFR/ESTR ASW Z” for USD and EUR strategies

  • To further unify the Alert Setting across RiskVal, the “Set Alert” has been updated to match the existing “Set Alerts” across the Sprd/Bfly, Forward Swap Matrix, and the Global IVSP


Sprd/Bfly

  • Reorganized the “Preferences” dropdown which groups common functions together for enhanced user experience

  • Extended the background heat map feature to support the change on day for “SOFR YY”, “IVSP SOFR YY”, and “OISprd YY” columns


Bond Roll

  • [USD] Added an option to show the bond price in decimal instead of tick format; also available in the Swap Box sheet

  • Enhanced Gap Analysis to include “ESTR/SOFR ASW Z” and “ESTR/SOFR YY” as measures to the EUR and USD Bond sheets respectively


Forward Swap Matrix

  • Enhanced the RV Analysis tool to support SOFR and ESTR swaps


USD Agency

  • Added support for SOFR; added “SOFR”, “SOFR YY”, “SOFR dYY”, “SOFR ASW Z”, “SOFR ASW dZ”, “SOFR ASW Z rich/cheap heatmap”, “SOFR ASW Z ZS”, “FSOFR YY” and “FSOFR ASW Z” columns.

  • Added TVA Corp bonds


Minor Fixes & Enhancements:


EUR SSA+ Covered: Curve Analysis – Renamed “Load EUR Bond Data” to “Load EU GOVT”

Dark Theme: Enhanced the font color for change on day columns such that the default font will display red/green to better differentiate negative/positive values. This is consistent with the default light version of RiskVal


Previous week's release - Bond Roll, Future Analysis, Forward Swap Matrix and SSA enhancements
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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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