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News & Research
Most Recent News & Research
Analytics | Portfolio Risk Management
5 challenges to capturing total plan risk across public and private assets
The market for funds of private assets has grown enormously over the last decade, with 2021 and 2022 being exceptional years. Things have cooled off a bit in the first half of 2023, but the long-term outlook is for private investments to play an increasingly important role for asset owners and asset managers. Large shifts are also underway in the debt markets, where private credit is rivaling banks as a source of funding.
As part of the recently announced partnership between CEPRES and Qontigo, we are developing a suite of factor risk models that provide broad coverage of the private market space in Axioma Risk.
Analytics | Qontigo Whitepapers
Understanding private asset risk through the lens of Axioma Equity Factor Risk Models
As part of a partnership between CEPRES and Qontigo, a new suite of factor risk models that provide broad coverage of the private asset fund space is now available in Axioma Risk, Qontigo’s enterprise risk management platform.
Analytics | Portfolio Risk Management
Qontigo’s Global Multi-Asset Class Risk Model + Optimizer = A power duo for fixed income benchmark tracking
When the Axioma Global Multi-Asset Class Risk Model (AXGMM) is combined with the industry-leading Axioma Portfolio Optimizer, the ability to track, tilt and hedge multi-asset class portfolios is exceptional. But its prowess in handling fixed income portfolios on their own should not be overlooked.
Modeling potential losses of a credit-risky bond portfolio based on granular, issuer-level return data is notoriously difficult. A myriad of data-quality concerns arise, driven by a vast, frequently illiquid market for which evaluated pricing is often stale, inconsistent or simply missing.