RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/20/2023
Key Features in this Release: Fed Fund Simulation o Added the option to enter Spreads and Butterflies in the Inferred Curve tabs Trade...
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Weekly Enhancements
- Oct 20
- 1 min
USD Bond Roll Enhancement | Weekly Release 10/20/2023
Clicking on a bond in the live graph will highlight said bond in the table above When traders click a point in the lower live graphs, the...
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- Oct 20
- 1 min
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...
6 views0 comments
- Oct 13
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/13/2023
Key Features in this Release: Sprd Bfly o Added SSprd/ESprd Z Diff set of columns o Added support for 2-digit SFR future o [JPY]...
28 views0 comments
- Oct 13
- 1 min
S+SP Enhancements | Weekly Release 10/13/2023
Added “MM SP” & “MM SP Yld Sprd” columns Traders can now add “MM SP” & “MM SP Yld Sprd” columns in the “USD/CAD S+SP” windows. To add and...
12 views0 comments
- Oct 6
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/06/2023
Key Features in this Release: Trade Blotter o Added new bulk upload of the Custom Bond Cashflow o Calculating delta PnL for Bonds and...
32 views0 comments
- Sep 22
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 09/22/2023
Key Features in this Release: CCY SSA o [GBP SSA] Added support for “S/A CMT RVS” o [EUR] Added BM CT column Basis Swap o [NZD]...
27 views0 comments
- Sep 15
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 09/15/2023
Key Features in this Release: USD Bond o [Curve Analysis] Added support to plot “SFR Ted T” o Added Strip Breakeven Par Coupon SOFR...
40 views0 comments
- Sep 8
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 09/08/2023
Key Features in this Release: Future CTD o Added the option to apply the switch option to the scenario analysis EUR Bond o Move EUR...
46 views0 comments
- Sep 1
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 09/01/2023
Key Features in this Release: CCY Bond o Allow traders to remove specific futures as benchmarks o Added support for the...
25 views0 comments
- Aug 25
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 08/25/2023
Key Features in this Release: Future NetBasis Forecast o Added a table to enter the “Sprd from GC %” Historical Viewer o Added an...
20 views0 comments
- Aug 18
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 08/18/2023
Key Features in this Release: CCY Bond o Added support for DV01 and FDV01 columns for futures and FDV01 column for bonds o [EUR]...
28 views0 comments
- Aug 11
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 08/11/2023
Key Features in this Release: CCY Bond o Added WI bonds in the list of bonds available for Comparable Treasury Sprd/Bfly o Added an...
22 views0 comments
- Aug 7
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 08/04/2023
Key Features in this Release: Bond o Added EFP SSprd Z/OISprd Z columns o Added RSI & overbought/oversold columns Sprd/Bfly o Added...
8 views0 comments
- Jul 28
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 07/28/2023
Key Features in this Release: CCY Bond o [Curve Analysis] Added ability to plot SP SSprd Z/ESprd Z o [RV Analysis] Added support for...
28 views0 comments
- Jul 21
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 07/21/2023
Key Features in this Release: USD/EUR/GBP Bond o Added “EFP Box Z” column as an addition to already existing EFP columns o Added option...
19 views0 comments
- Jul 14
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 07/14/2023
Key Features in this Release: CCY Bond o [USD&EUR&GBP] Added 7 Exchange For Physical columns o [CAD] Added Comp Trsy set of columns o ...
17 views0 comments
- Jul 7
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 07/07/2023
Key Features in this Release: Sprd/Bfly o Honor the “Weight” column for a single security strategy to flip the sign by entering “-1”,...
19 views0 comments
- Jun 23
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 06/23/2023
Key Features in this Release: CCY Bond o Added the ability to load the TBills with the Treasury bonds Sprd/Bfly o Added support for the...
26 views0 comments
- Jun 16
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 06/16/2023
Key Features in this Release: Fed Fund Simulation o [USD] Replaced ED$ tab with SFR EUR SSA + Covered o Added “ASW Z RVS”, “OISprd Z...
26 views0 comments
- Jun 9
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 06/09/2023
Key Features in this Release: Forward Swap Matrix o Added the Gadget Strategy Sprd/Bfly o Added “Show Carry Adj for RYld & BEI” option...
21 views0 comments
- Jun 2
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 06/02/2023
Key Features in this Release: TBILL o Added the ability to plot the coupon Treasury bonds and the tbills in one graph Forward Swap...
18 views0 comments
- May 26
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/26/2023
Key Features in this Release: Future CTD o Added ability to choose Early/Late Delivery Date through a dropdown method, also available in...
35 views0 comments
- May 19
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/19/2023
Key Features in this Release: EUR Bond o Added ability to set SSAs as Comp Trsy Sprd Bfly o Added option to sort columns by absolute...
35 views0 comments
- May 12
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/12/2023
Key Features in this Release: Future CTD o Added support for AUD futures USD & EUR Bond o Added Forward SOFR and Forward ESTR, “FSOFR”/...
26 views0 comments
- May 5
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 05/05/2023
Key Features in this Release: Market View o [Curves - USD – LIBOR] Removed ED$ & updated fitting points o [Basis Swap] Added CHF OIS...
29 views0 comments
- Apr 28
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 04/28/2023
Key Features in this Release: Future CTD o [EUR] Updated the delivery basket to accommodate the minimum day rule o Automatically lock...
14 views0 comments
- Apr 21
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 04/21/2023
Key Features in this Release: Global Preferences [Trade Blotter] Added preference to use flat or decaying DV01 for Future’s Repo Risk...
18 views0 comments
- Apr 14
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 04/14/2023
Key Features in this Release: Forward Swap Matrix o Added ability to send CMS & SOFR CMS strategies to Trade Blotter Sprd/Bfly o ...
30 views0 comments
- Apr 7
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 04/07/2023
Key Features in this Release: GBP LIBOR Swap Curve Announcement o The GBP 6M Libor swap curve will now use the fallback securities for...
42 views0 comments
- Mar 31
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/31/2023
Key Features in this Release: USD TBill Added ability to enter custom historical date for Hist & Diff dropdowns Added “Yld” to graph...
37 views0 comments
- Mar 24
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/24/2023
Key Features in this Release: Trade Blotter [SOFR Hedge] Added Repo Risk for US Bond Future calculation function Forward Swap Matrix...
40 views0 comments
- Mar 17
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/17/2023
Key Features in this Release: Sprd/Bfly [Seasonality] Added ability to include “CT Pricing Dates” Basis Swap & Custom Basis Swap [EUR]...
32 views0 comments
- Mar 10
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/10/2023
Key Features in this Release: CCY Bond o [Custom Columns] Added historical data for formulas that contain columns with historical data o...
37 views0 comments
- Mar 3
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/03/2023
Key Features in this Release: Future CTD Scenario Analysis o Added flag to include/exclude bonds based on the 5B issue size requirement...
33 views0 comments
- Feb 24
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 02/24/2023
Key Features in this Release: USD Bond o Added “Tag” functionality Forward Swap Matrix o [RV Analysis] Extended “Top Limit” up to 20...
41 views0 comments
- Feb 17
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 02/17/2023
Key Features in this Release: [New] MXN SSA + Covered o Added support for IFC, IBRD, EIB, KFW, IADB, EBRD, & ASIA tickers [New] IDR SSA...
23 views0 comments
- Feb 10
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 02/10/2023
Key Features in this Release: EUR Bond o Added ability to manually tag bond series Market View o [Repo] Added support for TBills o ...
37 views0 comments
- Jan 20
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 01/20/2023
Key Features in this Release: Future NB Forecast o Added function to sort a future basket by net basis Trade Blotter o Added “Gross...
53 views0 comments
- Jan 13
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 01/13/2023
Key Features in this Release: CCY Bond o [EUR] Added ability to add additional future rows o Added ability to include/exclude BBG...
33 views0 comments
- Jan 6
- 2 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 01/06/2023
Key Features in this Release: CCY Bond o Added conditional formatting functionality o Special repos will be highlighted with light...
50 views0 comments
- Dec 16, 2022
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/16/22
Key Features in this Release: CAD Prov + Covered [Curve Analysis] Added support for CANHOU as well as carry & roll data types Sprd/Bfly...
36 views0 comments
- Dec 9, 2022
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/09/22
Key Features in this Release: Market View - Repo Added ability to upload special repo as a spread to GC Trade Blotter Traders can now...
42 views0 comments
- Dec 2, 2022
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/02/22
Key Features in this Release: Fed Fund Simulation Added another layer of calculating the simulation path by averaging existing paths with...
48 views0 comments
- Nov 25, 2022
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/25/22
Key Features in this Release: Sprd/Bfly o [BRL] Added support for OD futures CCY Bond o Added ability to filter sheet by front & back...
35 views0 comments
- Nov 18, 2022
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/18/22
Key Features in this Release: CCY Bond Reorganized “Graph” dropdown Added the CMT RVS ZS with customizable time period Forward Swap...
30 views0 comments
- Nov 11, 2022
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/11/22
Key Features in this Release: CCY Bond Added columns to allow traders to enter spread to GC repo for the 3M Repo used for carry, “3M GC...
21 views0 comments
- Nov 4, 2022
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/04/22
Key Features in this Release: Market View – Repo [USD] Added ability to use rates from SOFR curve instead of the Short term SOFR Swap...
48 views0 comments
- Oct 21, 2022
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/21/22
Key Features in this Release: Future CTD NTY ticker has been added to reflect newly proposed TY future specs Added ability to...
35 views0 comments
- Oct 14, 2022
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/14/22
Key Features in this Release: CCY Bond Added ability to plot XCCY ASW in lower graph Hist Viewer [Fut – ED$ - Generic] Added support for...
32 views0 comments
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