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:
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
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
[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
Enhanced the RV Analysis tool to support SOFR and ESTR swaps
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