Building Alternative Strategies with a Flexible Portfolio Risk Management System

Client Type:

Hedge Fund

Size:

Mid-Size

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The Need

A mid-size hedge fund was in search of a more robust and flexible enterprise portfolio risk management system to handle their sophisticated alternative strategies with timely and responsive risk analytics interoperable with their existing technology stack.

The Challenge

Our client was frustrated with their black-box portfolio risk management system due to missing granular details of stress test sensitivities, unreliable batch processing and slow risk calculations.

The Solution

Axioma Risk^TM offered our client the flexibility to calculate their desired risk analytics using a wide range of risk measurement tools including ‘on-the fly’ transitive stress tests, pre-trade ‘what-if’ analyses and calibration of market risk for their merger arbitrage strategies. Using the business intelligence dashboards, our client was able to visualize their risk drivers to help them make timely adjustments and change their investment outcomes.

As an existing user of the Axioma Portfolio Optimizer^TM with portfolio backtesting capabilities, Axioma Portfolio Analytics^TM and Axioma Risk Model Machine^TM, our client was able to connect their entire investment technology stack, including OPERA regulatory reporting, via our APIs to achieve consistency and interoperability across their investment workflow.

Axioma Products

Axioma Risk

Cloud-based, scalable and flexible, you get more joined up market risk management across your entire organization.

 

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Axioma Portfolio Optimizer

Deploy advanced portfolio optimization for a wide range of investment management approaches, from quantitative to fundamental with virtually limitless objectives and an equally unlimited range of constraints.

 

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Axioma Portfolio Analytics

Leverage factor-based risk analysis and attribution, assess your factor exposures, and generate print-ready reports.

 

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Axioma Risk Model Machine

A flexible, powerful and easy-to-use tool that provides users with a competitive edge in risk forecasting, portfolio construction, client reporting and alpha research.

 

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