Added support for Bucket Risk (Risk Free Rate)
Traders can now calculate bucket risk on risk free rate curves, such as SOFR for USD, ESTR for EUR, & OIS for GBP, in the Trade Blotter sheet. After selecting which securities to include in the calculation by checking/unchecking the “X” column, traders can click “Calculation” – “Bucket Risk (Risk Free Rate)”.
Note: (1) For further details on hedge calculations, please contact Jordan Hu via IB or email support@riskval.com. (2) There is also a “Include OIS Risk in Bucket Risk” flag under “Preferences” to show the USD and EUR OIS risk under the “Bucket Risk (IBOR)”.