4 days ago 2 min RiskVal Fixed Income (RVFI) Weekly Enhancements - 1/22/21 Key Features in this Release: [New] CMT Monitor Added a CMT monitor to show all the CMT curves of all active countries Trade Blotter In t...
Jan 15 2 min RiskVal Fixed Income (RVFI) Weekly Enhancements - 1/15/21 Key Features in this Release: Sprd/Bfly Added SOFR swaps and ESTR Swaps Added Basis Swaps and Cross Currency Basis (Spot/Forward/IMM) Add...
Jan 8 2 min RiskVal Fixed Income (RVFI) Weekly Enhancements - 1/8/21 Key Features in this Release: Bond Roll [EUR/GBP] Renamed "OISprd YY/Z" to "EONIA/SONIA Sprd YY/Z", which applies to the level, change on...
Dec 18, 2020 2 min RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/18/20 Happy Holidays & Happy New Year from the RiskVal Team! We thank you for your continued support. May the new year bring happiness and most...
Dec 11, 2020 2 min RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/11/20 Key Features in this Release: Bond Roll Enhanced the Curve Analysis to show the “ESTR/SOFR ASW Z”, “FESTR/FSOFR ASW Z”, “ESTR/SOFR YY”, a...
Dec 4, 2020 2 min RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/4/20 Key Features in this Release: Historical Viewer Replaced the “End=Last Day” flag with a “Save Custom Date Range” flag for enhanced user e...
Nov 27, 2020 1 min RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/27/20 Bond Roll; Forward Swap Matrix; Central Bank Rate
Nov 20, 2020 2 min RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/20/20 Key Features in this Release: [New] SOFR Basis Created a new window to summarize the Spot, Forward, and IMM Basis for SOFR vs FF, FF vs 3...
Nov 13, 2020 2 min RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/13/20 Key Features in this Release: Sprd/Bfly Added support across G7 for Central Bank meeting dates such as MPCD20; also available in the Fwd ...
Nov 6, 2020 1 min RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/6/20 Key Features in this Release: Forward Swap Matrix Added support for ESTR swaps, both spot and forward Added PCA and regression daily chan...