RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/23/22
Key Features in this Release: Global Rates Monitor Added support for all CCYs on “Auto Build” CNY Bond Added support for ADBCH & EXIMCH...
Weekly Enhancements
- Sep 16
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/16/22
Key Features in this Release: Sprd/Bfly [Seasonality] Added TBill auctions, also available in Forward Swap Matrix Forward Swap Matrix...
40 views0 comments
- Sep 9
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/9/22
Key Features in this Release: Trade Blotter [Swaption] Added “Gamma N USD”, “Vega N USD”, & “Theta N USD” columns Forward Swap Matrix...
26 views0 comments
- Sep 2
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/2/22
Key Features in this Release: [User Experience] Future Roll How to configure future roll date and pricing TBill Added “OTR” to “Sctr”...
24 views0 comments
- Aug 26
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/26/22
Key Features in this Release: Market View - WI Added ability to share user created WIs Swap Box When sending trades to Trade Blotter,...
28 views0 comments
- Aug 19
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/19/22
Key Features in this Release: Sprd/Bfly Added “Strip B/E Par Cpn” column, already available in CCY Bond Market View - Curves [USD – SOFR]...
43 views0 comments
- Aug 12
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/12/22
Key Features in this Release: CCY Bond [RV Analysis] Added regression weekly change as “Weight” option, also available in Forward Swap...
33 views0 comments
- Aug 5
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 8/5/22
Key Features in this Release: Future CTD The delivery probability scenario is now using “Flat” bump opposed to PCA by default CCY Bond...
35 views0 comments
- Jul 29
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/29/22
Key Features in this Release: Future CTD: Added preference to choose PCA parallel or normal parallel for delivery probability & scenario...
34 views0 comments
- Jul 22
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/22/22
Key Features in this Release: Market View – WI For user created WI bonds, added option to calculate the WI roll using the...
29 views0 comments
- Jul 15
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/15/22
Key Features in this Release: Future CTD Scenario Analysis Added Curve scenario to calculate the net basis along with a second set of PCA...
45 views0 comments
- Jul 8
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/8/22
Key Features in this Release: Future CTD Scenario Analysis Updated delivery basket for Italian futures Sprd/Bfly [Seasonality] Added...
73 views0 comments
- Jul 1
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/1/22
Key Features in this Release: Market View - WI Added ability to edit existing WIs Future CTD Scenario Analysis Added “GC Sprd”, “ED GC...
54 views0 comments
- Jun 24
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/24/22
Key Features in this Release: [Refresher] TUU2 Future and WI 2Y analysis Impact of newly announced WI 2Y w.r.t TUU2 analysis Market View...
61 views0 comments
- Jun 17
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/17/22
Key Features in this Release: Forward Swap Matrix Added seasonality matrix function to show the monthly average for every month over a...
56 views0 comments
- Jun 10
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/10/22
Key Features in this Release: New Global IVSP Added ability to send Matched Maturity SOFR Invoice spread to the Trade Blotter Forward...
22 views0 comments
- Jun 3
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/3/22
Key Features in this Release: Future CTD Added “Apply” function for scenarios to bump yields accordingly Added ability to override “Yld”...
34 views0 comments
- May 27
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 5/27/22
Key Features in this Release: Hist Viewer Added ability to plot weekly change, also available in Sprd/Bfly & Forward Swap Matrix Added...
29 views0 comments
- May 20
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 5/20/22
Key Features in this Release: CCY Bond Added ability to create custom formula columns, also available in Sprd/Bfly & Forward Swap Matrix...
23 views0 comments
- May 13
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 5/13/22
Key Features in this Release: CCY Bond Added ability to include/exclude specific future rows [EUR] Reassigned bonds’ “Orig”. This will be...
29 views0 comments
- May 6
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 5/6/22
Key Features in this Release: Market View – Basis Swap [KRW] Added support for “KRW3S vs SOFR” [HKD] Added support for “HKD3s vs SOFR”...
21 views0 comments
- Apr 29
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 4/29/22
Key Features in this Release: Future CTD Updated delivery basket for TWE future Forward Swap Matrix When sending vol trades to Trade...
23 views0 comments
- Apr 22
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 4/22/22
Key Features in this Release: Future CTD Added option to choose which bonds and WIs to include in the future’s delivery basket Swap Box...
31 views0 comments
- Apr 14
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 4/15/22
Key Features in this Release: Future NB Forecast Added option to choose specific UWIs in the delivery basket Trade Blotter Added support...
25 views0 comments
- Apr 8
- 2 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 4/8/22
Key Features in this Release: Trade Blotter Created new “Realized P&L” trade type to pick up the future’s PnL Added support for “1D R”...
29 views0 comments
- Apr 1
- 2 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 4/1/22
Key Features in this Release: Forward Swap Matrix Added support for cap/floor vol Added ability to configure short term forwards & tails...
23 views0 comments
- Mar 25
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 3/25/22
Key Features in this Release: Trade Blotter Enabled all calculations in the Blotter Manager tab Global Rates Monitor Added ability to add...
22 views0 comments
- Mar 18
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 3/18/22
Key Features in this Release: [New] GBP SFI Monitor Added GBP SFI Monitor CB Rate Monitor Added KRW Forward Swap Matrix Added ability to...
24 views0 comments
- Mar 11
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 3/11/22
Key Features in this Release: Swap Box Added option to set the default as SOFR futures for the strip hedge Sprd/Bfly In the butterfly...
26 views0 comments
- Mar 4
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 3/4/22
Key Features in this Release: 20-year Bond Future [FUT CTD] Updated symbol to TWE [Calendar ASW] Added TWE roll tab Added to USD Bond...
40 views0 comments
- Feb 25
- 2 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 2/25/22
Key Features in this Release: CCY Sprd/Bfly Added “TCV” (Total Cash Value) column Added option to copy CIX for ASW Y & ASW Z CCY TIPS...
33 views0 comments
- Feb 18
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 2/18/22
Key Features in this Release: Sprd/Bfly [Seasonality] Added ability to configure monthly date range [EUR] Added “IRR” & “IRR ESTR”...
26 views0 comments
- Feb 11
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 2/11/22
Key Features in this Release: CCY Bond Added outstanding size, issue size, float size, fed holding size, & free float set of columns in...
22 views0 comments
- Feb 4
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 2/4/22
Key Features in this Release: Sprd/Bfly Added Exp Ret/Stdev column, also available in the Forward Swap Matrix [JPY] Series name will be...
22 views0 comments
- Feb 4
- 1 min
Custom Basis Swap & Basis Swap Monitors Enhancement | Weekly Release 2/4/22
Added support for ESTR vs 3s & ESTR vs 6s, also available in Forward Swap Matrix ESTR vs 3s & ESTR vs 6s have been added to the Custom...
23 views0 comments
- Feb 4
- 1 min
JPY Bond Enhancements | Weekly Release 2/4/22
Enhancement #1: Added the “Simple Yield” column and moved the “Compounding yield” into the “Yld” column The “Yld” column will reflect the...
5 views0 comments
- Feb 4
- 1 min
Trade Blotter Enhancement | Weekly Release 2/4/22
For Bond data type, added ability to right click to set benchmark Future For Bond data type, traders can now select/highlight bonds,...
5 views0 comments
- Jan 29
- 2 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 1/28/22
Key Features in this Release: Fed Fund Simulation Added the SER Future tab Added ED$ frequency option Sprd/Bfly Added “Sprd Min”, “Sprd...
26 views0 comments
- Jan 21
- 2 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 1/21/22
Key Features in this Release: Market View- IRVOL Enhanced the IRVOL to pull in the SOFR Vol Under the “StrikeSOFR” added historical data...
29 views0 comments
- Jan 14
- 2 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 1/14/22
Key Features in this Release: 20-year Bond Future Updated NTT code to the CME 20Y bond future specifications Added the option to...
28 views0 comments
- Jan 7
- 2 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 1/7/22
Key Features in this Release: CCY Bond Added ability to enter custom historical date for Hist & Diff dropdowns Added z-score metrics to...
21 views0 comments
- Dec 17, 2021
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/17/21
Key Features in this Release: Trade Blotter Added a function to allow users to select all the strategies in the same currency or same...
23 views0 comments
- Dec 10, 2021
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/10/21
Key Features in this Release: Market View [Future - CAD] Added 30Y future “LGB” across the system [Curves – USD – Libor] Added support...
24 views0 comments
- Dec 3, 2021
- 2 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 12/3/21
Key Features in this Release: [New] Global Macro Monitor A monitor to see the benchmark treasury yields for each currency and equities...
42 views0 comments
- Nov 24, 2021
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/26/21
Key Features in this Release: Sprd/Bfly Added Carry and Roll set of columns with historical data when looking at TIPS bonds TBill Allow...
20 views0 comments
- Nov 19, 2021
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/19/21
Key Features in this Release: Trade Blotter Added new Rate x Vol horizontal analysis to show PnL and Greeks for all Rate/Vol Shock...
27 views0 comments
- Nov 12, 2021
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/12/21
Key Features in this Release: Bond When selecting 2 or 3 “CT Sprd”/ “Comp Sprd” columns & selecting “ToSprdBfly”, will send over as 4 or...
22 views0 comments
- Nov 5, 2021
- 2 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 11/5/21
Key Features in this Release: Trade Blotter Added support for Modified Duration weighted Key Rate Risk Market View [IRVol] Reorganized...
29 views0 comments
- Oct 29, 2021
- 2 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/29/21
Key Features in this Release: [EUR] Transition from EONIA to ESTR TIPS: Added ESTR Sprd YY, ESTR Sprd Z, ESTR Sprd Z Diff sets of columns...
33 views0 comments
- Oct 22, 2021
- 2 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/22/21
Key Features in this Release: [EUR] Transition From EONIA to ESTR Forward Swap Matrix: “ECB#” meeting dates are now mapped to the ESTR...
28 views0 comments