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Analytics Products

Axioma Multi-Asset Class Risk Model

A unified view across your entire cross-asset portfolio

Combining the coverage of our leading Equity Factor Risk Models and innovative Fixed Income Risk Models with the commodities markets, the Axioma Multi-Asset Class Risk Model allows for more rigorous and consistent risk and performance analysis across a broad portfolio.

Intuitive decomposition and resolution of the factors in the Axioma Multi-Asset Class Risk Model helps you understand sources of risk, quickly and efficiently. The factors are derived from an integrated set of pricing models calibrated to a wide range of tradeable asset prices for a comprehensive view.

Key Benefits

Drill down into assets

Easily switch between a holistic view across your equity, fixed income and commodity assets and a deeper dive into your chosen asset class

A no-compromise solution

Whether you’re interested in stress testing or constructing the most efficient portfolio, you can run both fundamental and statistical analyses as standard

Powered by robust spread curves

Proprietary methodology for issuer-specific curves market cluster surfaces ensures a more accurate view of risk, with a focus on credit

One model

With parametric and full revaluation approaches linked on a single platform, your entire organization is aligned across reporting, analysis and portfolio construction

Seamless integration

Models can be viewed in Axioma’s optimization and risk tools or downloaded to your third-party portfolio optimization, risk reporting and attribution systems

Intuitive factor decomposition

Available as a factor covariance matrix as well as a matrix of asset exposures to factors to quickly drill down to the information that matters to you

Axioma Multi-Asset Class Risk Model

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