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RiskVal Fixed Income (RVFI) Weekly Enhancements - 3/13/20

Business Continuity Planning: How to backup & restore your RiskVal at a BCP site

As many firms are executing contingency plans for the COVID-19 pandemic, traders can reliably run RiskVal if relocated to a BCP site with the backup & restore tool. Follow the steps on Pages 2-3, and contact RiskVal if you need help installing RVFI on your BCP PC.

Key Features in this Release:

  • Added a new scenario analysis tool for swap and OIS strategies to model bull/bear steepener/flattener curve shifts

  • Added ability to send swap strategies from RV analysis to the main sheet

  • Added option to send OIS, IMM OIS, IMM FRA, and IMM FRA-OIS swaps to the Trade Blotter

  • Created a new floating window to view a pivot table of Eurozone on-the-run bonds, spread, and butterfly strategies organized into tabs based on yield z-score, and asset swap z-score measures

  • Added ability to send strategies to AUD Sprd/Bfly from AUD Semi and AUD SSA sheets

  • Enhanced IMM history table with forward & tail gap graphs (also in Basis Monitor)

  • Added a Note column to create custom labels (also in SSA sheets)

Minor Fixes & Enhancements:

USD TIPS: Updated Fed hold column to use actual amount instead of rounded percent (also in USD TBill and Swap Box)

GUI: Manage Columns are resizable when using a larger font for 4k monitors

Local Preferences: The save “Use BBG Live” option has been moved from Global Preference to individual sheets for the Basis Swap Monitor, Custom Basis Swap Monitor, and Market View – Basis Swap


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