Enhancement #1: Bucket Risk & Forward Bucket Risk will now use SFR futures
RiskVal has replaced ED$ with SFR futures for Bucket Risk and Forward Bucket Risk. Traders can check the strategies in the “X” column and then click “Calculation” – “Bucket Risk (Risk Free Rate)”/ “Forward Bucket Risk” to calculate the Risk.
Enhancement #2: Enabled LIBOR TED Hedge for CAD
RiskVal has added support for CAD LIBOR hedge. CAD traders can now check the strategies needed in the “X” column and click “Calculation” – “Ted Hedge” to calculate the hedge.
In the screenshot below, see the Ted Hedge of the CAD bonds.
