Analytics Solutions

Custom Risk Models

Tailor risk models to your own investment process

Combining our expertise with your approach

We understand that our clients have many different investment and risk outlooks. That’s why we offer the Axioma Risk Model Machine^TM, a solution that allows you to combine your intellectual property with proprietary expertise and know-how to create your own unique customized risk model.

And because you can link models, you can create custom risk models that capture exposures from the regions, without any inconsistencies or skewed reporting.

Both fundamental and quantitative firms can use our tool for:

Portfolio construction

Build portfolios with superior risk-adjusted returns by fully incorporating the risks associated with your proprietary alpha factors

Performance attribution

Create transparent attribution analyses that quantify the ‘pure’ contributions from your proprietary factors

Risk analysis

Generate more accurate risk estimates by including all relevant risk factors with coverage aligned to your mandate

Research

Deploy a cost-effective solution that leverages high quality data and algorithms used in Axioma Equity Factor Risk Models^TM

Improved consistency

Use linked models to provide consistency between portfolio managers and risk managers

Associated products

Axioma Risk Model Machine

Customized risk models to align with your investment process

A flexible, powerful and easy-to-use tool that provides users with a competitive edge in risk forecasting, portfolio construction, client reporting and alpha research.

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Axioma Portfolio Optimizer

The most flexible portfolio construction tool

Supports a wide range of investment management approaches, from quantitative to fundamental with virtually limitless objectives and an equally unlimited range of constraints.

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