Follow on Google News News By Tag * Finance * Technology * Fixed Income * Trading * Risk Management * Prop Desks * Arbitrage * Analytics * Real-time * Var * Oas * More Tags... Industry News News By Place Country(s) Industry News
Follow on Google News | RiskVal Releases RVFI 08-12.10 with Mortgage TBA enhancements for fixed income prop deskRiskVal is the leading provider of fixed income trading and risk management analytics. This new release enhances the flagship product RVFI with enhancements including Mortgage TBA analytic expansions.
By: David N. W. Sawyer / RiskVal 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. “Version 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,” says Jordan Hu, the founder, President and CEO of RiskVal. A list of the current features of RiskVal Fixed Income (RVFI) may be seen at RiskVal’s new website, www.riskval.com. # # # RiskVal is the premier provider of fixed income prop analytics for traders and risk managers. Our clients are top tier fixed income institutional traders and hedge fund traders and risk managers. End
Account Email Address Disclaimer Report Abuse
|
|