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Risk Monitors

Qontigo’s Risk Monitors provide timely updates of market risk across a broad range of geographies and asset classes. Highlighting all components that drive our risk models, they provide investors with an in-depth understanding of the risk environments in which they are investing.

Equity Risk Monitors

Qontigo’s Equity Risk Monitors analyze index-level topline volatility and its components using 11 of Axioma’s single-country and regional risk models and corresponding STOXX’s market-capitalization weighted indices. The daily reports drill down into the major drivers of predicted risk and deliver additional market-based data that provide context for the risk data. Users can download individual charts or a pdf with the full set of charts for each country or region.

Latest Equity Risk Monitor Commentary

Multi-Asset Class Risk Monitor

Qontigo’s multi-asset-class (MAC) monitor, a report that gets updated every week, covers many of the components of risk in various asset classes, including government and corporate bonds, equities, currencies, etc. The report details volatilities and correlations of these components. The capabilities of Axioma Risk are then highlighted by evaluating the risk of a model multi-asset-class portfolio, as well as stress-testing the portfolio for various historical and potential scenarios.

Multi-Asset-Class Monitor

Latest MAC Monitor Commentary