The new version of RVFI enables easy monitoring of TBAs versus Libor and Treasury curves. This complements the existing benchmark performance comparison to 2Y, 5Y, 10Y, 30Y OTR.
The new curve performance measurement is based on partial duration off of a trader selectable OTR. The Libor and Treasury additions to the TBA monitoring features are also extended to the in-depth TBA analysis capabilities already in RiskVal Fixed Income.
Several other enhancements are included in this release in response to the direct feedback of our clients.
âVersion 08-12.10 continues the RiskVal tradition of rapid development focused on the real world needs of the trading floor. As always, RiskVal works closely with our traders and risk managers to create enhancements to make their lives easier,â says Jordan Hu, the founder, President and CEO of RiskVal.