Trade Blotter Enhancements | Weekly Release 1/15/21

Enhancement#1


Enhanced the XCCY Basis to allow the trader to configure the notional hedge


In the XCCY section, there is an option added to allow the trader to choose which leg’s notional to enter, then RiskVal will calculate the paired leg. To set the option, within the “XCCY Basis Swap” section, click on “Preferences” – “Notional Hedge” - Rec -> Pay/ Pay -> Rec/ Rec <-> Pay.

Note: The default will be set to “Rec<-> Pay”

Enhancement#2


Added the ability to calculate Risk off the Blotter Manager


Traders can calculate the Risk off the Blotter Manager:

1. Select the folder(s)

2. Click on Calculation -> Risk Type -> Risk Report

3. The Risk will appear in a pop-up

Enhancement#3


Added the “Custom Risk” and “Custom Return” columns to the Blotter Manager


Custom Risk: Traders can enter their own Risk

Custom Return: Cum P&L USD / Custom Risk USD


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