Solving key challenges inherent in curve construction
Our proprietary research and curve construction methodology provide a superior result to better separate signal from noise.
Our library of over 12,000 full-term structure issuer curves and 6,000+ full-term structure cluster curves are available as a flat file or in Axioma RiskTM.
Axioma Credit Spread CurvesTM can be used by your entire organization for portfolio construction, trading, valuation and risk management:
Valuation of illiquid assets
Accurate pricing using bond market as proxy
In-house limit modelling
Consistent risk-focused entity master easily detects increasing risk concentrations
Market risk calibration and limit checking
Guard against artificial volatility and overstating risk, inherent in curve building
Understand both implied rating and relative value to uncover potential arbitrage opportunities
Automated detection and downweighting of outlying instruments for superior risk factor signals
Ensure consistent and transparent reports derived from accurate data
Axioma Credit Spread Curves
A library of consistent, comprehensive spread curves
With fundamental and statistical variants for country, region and global models, at varying time horizons, along with macro.
Axioma Credit Spread Factor Risk Model
Construct investment portfolios with better top-down risk analysis
Powered by proprietary methodologies for defining debt-issuing entities and modeling issuer spread returns.
Axioma Credit Spread Curve Risk Model
Gain a granular and accurate view of entity-specific risk
The foundation of the Axioma Credit Spread Curve Risk Model is innovative proprietary research, involving years of cleansing and organizing the underlying fixed income data.
Flexible, multi-asset, market risk management
A cloud-native, flexible system offering analytics and data in a unified platform for a consistent view across your firm.