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Trade Blotter Enhancements | Weekly Release 10/20/2023

Enhancement #1: Added Key FX Risk for individual currencies

In this week’s release, traders can see individual currency exposure when looking at FX strategies.

After traders enter FX pairs and check “X” column, they should click on “Calculation-Misc- Key FX Risk”. RiskVal will display individual currency exposure.

Enhancement #2: Added support for the Custom Bond Cashflow for the Key Rate Risk

To create a new Custom Bond Cashflow tab, click “New” & select “Custom Bond Cashflow”. To add this new trade type to an already existing tab, click the “Type” dropdown & select it from there.

To upload cashflows, click the button in “CashFlow” column.

After entering/importing cash flows, traders can check “X” column and then hit on “Calculation-Key Risk”. RiskVal will then populate Key Risk pop up to allow user to see how risk is being distributed along the fitting points.

Refresher on downloading & importing bond cashflows

To upload in bulk, under the Custom Bond Cashflow section:

1) Under the “Name” column, give the trades a name. This Name will be used in the upload doc to identify the cashflows for each trade.

2) 2) Click “Help” – “Sample Batch Import (.csv)” to download the sample file to be used. In this sample file, the default names are “cf1”, “cf2”, and “cf3”.

3) 3) After updating doc with cashflows, click “Tools” – “Batch Import”.


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