RiskVal Fixed Income (RVFI) Weekly Enhancements - 4/10/20



Key Features in this Release:


Alerts

  • Enhanced the Alert Management across Forward Swap Matrix & Sprd/Bfly

Trade Blotter Enhancement

  • Added an option to view OIS bucket risk in addition to LIBOR bucket risk

  • Add Repo trade type option

Future Net Basis Forecast Enhancement

  • Added option to specific # of previous contracts to view the CTD bonds for expired contracts

CAD Sprd/Bfly Enhancement

  • Added support for strategies containing and individual CANHOU securities

CAD Prov Enhancement

  • Added ability to set CANHOU as the comp treasury

Market View – Curves Enhancements

  • Added Turkey OIS curve

  • Added CMT curve for India and Indonesia

Swap Box Enhancement

  • Added ability to set spot or forward hedge as the default for newly created strategies



Minor Fixes & Enhancements:


Custom Basis & Basis Swap Monitor

  • Added the ability to send strategies to the Forward Swap Matrix in pop-up graphs from the “fwd” tab

  • Added NZD vs EUR 3M cross-currency basis swap

Sprd/Bfly:

  • Added indicator to tabs containing strategies with alerts

  • Added Sprd/Bfly monitors for all currencies with a CCY Bond sheet

CCY Bond:

  • Added Curve Analysis to all CCY Bond sheets

  • Added columns to show the Mean, Expected Return, and Total Return for both Yield and ASW YY

Forward Swap Matrix: Added RV Analysis for all currency tabs

RV Analysis: Added weighting column for spread and butterfly strategies

TIPS: Added the flip function to spread graphs for BEI and yield


Previous week's release - User Experience, [New] UST Overview, Sprd/Bfly, CAD OIS Curve, Forward Swap Matrix and Future Calendar Roll 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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