An off-the-shelf risk model is by definition a compromise. Off-the-shelf models must perform well across a broad range of portfolios resulting from diverse construction processes. In contrast, a custom risk model built with Axioma Risk Model Machine (RMM) and tailored specifically to your process will improve risk-adjusted performance, prevent unintended risk-taking, enhance your internal and external reporting, and refine your alpha research process.
RMM gives you the ability to combine our experience with your own proprietary expertise, all within a fully validated and proven approach to model construction. The customized risk models can be used directly with Axioma’s range of portfolio construction tools or with your own in-house analytical framework.
Key Benefits
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