Accessing Flexible Risk Views Through a Factor Lens

Client Type:

Family Office

AUM:

USD 25 billion

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The Need

More robust risk analysis than they were currently able to run on their existing system. As they were planning to expand into more traditional equity markets, the main need was for custom drill-downs and a way to view their portfolio through a factor model lens – all through their own existing UI.

The Challenge

Moving providers is never easy and changing risk systems could be a heavy lift. If our client was to change their risk platform, they needed all the analytics they were currently receiving with even better risk comprehension for sophisticated strategies and factor models.

The new system needed to be agile, with flexible risk settings and a comprehensive stress testing framework. And, if they were to change systems, a detailed integration plan and support needed to be in place for minimal disruption.

The Solution

We were able to provide a factor breakdown of risk across their assets, thanks to our leading risk models and integrated analytics within Axioma Risk^TM. Their relevant coverage universe included overnight index swaps, inflation swaps, options, commodity futures and equity baskets, on which we were able to provide superior VaR and sensitivities analytics.

And, thanks to power of the cloud, running multiple stress tests and whatif scenarios were easily handled on the system. With Axioma Risk’s intuitive and flexible risk views through the interactive dashboards, their portfolio manager and CIO were able to see both at-a-glance and drill down views to understand which factors were driving risk.

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 Equity Factor Risk Models

Risk management, performance attribution and portfolio construction through a suite of fundamental, statistical and macroeconomic variants.

 

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