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...
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Weekly Enhancements
- 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...
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- 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]...
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- 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...
33 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...
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- 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...
37 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...
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- 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 ...
33 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...
51 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...
49 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...
39 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...
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- 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...
33 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...
28 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...
39 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...
32 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
- Oct 7, 2022
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 10/7/22
Key Features in this Release: Trade Blotter Added option to send Ted/SOFR/FF hedge directly into Trade Blotter with the number of...
35 views0 comments
- Sep 30, 2022
- 1 min
RiskVal Fixed Income (RVFI) Weekly Enhancements - 9/30/22
Key Features in this Release: Sprd/Bfly [Butterfly Generator] Added option to either show the future or CTD in the generated strategies...
33 views0 comments
- Sep 23, 2022
- 1 min
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...
30 views0 comments
- Sep 16, 2022
- 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...
43 views0 comments
- Sep 9, 2022
- 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...
30 views0 comments
- Sep 2, 2022
- 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”...
31 views0 comments
- Aug 26, 2022
- 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,...
32 views0 comments
- Aug 19, 2022
- 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]...
47 views0 comments
- Aug 12, 2022
- 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...
36 views0 comments
- Aug 5, 2022
- 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...
41 views0 comments
- Jul 29, 2022
- 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...
38 views0 comments
- Jul 22, 2022
- 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...
32 views0 comments
- Jul 15, 2022
- 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...
48 views0 comments
- Jul 8, 2022
- 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...
78 views0 comments
- Jul 1, 2022
- 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...
58 views0 comments
- Jun 24, 2022
- 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...
64 views0 comments
- Jun 17, 2022
- 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...
60 views0 comments
- Jun 10, 2022
- 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...
26 views0 comments
- Jun 3, 2022
- 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”...
38 views0 comments
- May 27, 2022
- 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...
31 views0 comments
- May 20, 2022
- 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...
28 views0 comments
- May 13, 2022
- 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...
31 views0 comments
- May 6, 2022
- 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”...
23 views0 comments
- Apr 29, 2022
- 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...
26 views0 comments
- Apr 22, 2022
- 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...
34 views0 comments
- Apr 14, 2022
- 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...
28 views0 comments
- Apr 8, 2022
- 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”...
32 views0 comments
- Apr 1, 2022
- 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...
27 views0 comments
- Mar 25, 2022
- 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...
28 views0 comments
- Mar 18, 2022
- 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...
27 views0 comments
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