Powered by innovative spread curves research
With growing demand for factor-based fixed income investing, our fixed income risk models are powered by a proprietary curve construction methodology that addresses the challenges inherent in other techniques.
We offer two fixed income risk models available as either a flat file or integrated into our enterprise risk management software, Axioma RiskTM.
Axioma Factor-based Fixed Income Risk ModelTM
Portfolio managers will find the top down approach enables better control for tracking error while helping to rigorously manage exposure to investment style factors
From sell-side quant teams to asset managers constructing benchmark-tracking ETFs, the Axioma Factor-based Fixed Income Risk Model can be used for:
Axioma Granular Fixed Income Risk ModelTM
Risk managers and central risk book owners will find a bottom up approach gives them a more accurate way to view, deconstruct and aggregate risk measures
Suitable for portfolios with corporate, emerging markets and credit-risky assets, the Axioma Granular Fixed Income Risk Model can also be used by asset owners, portfolio managers and actuarial teams in a number of ways:
Associated products
Axioma Factor-based Fixed Income Risk Model
Better top-down risk analysis
Powered by Axioma Fixed Income Spread Curves, this cross-sectional factor model provides insights into systematic macro and style factor exposures.
Axioma Granular Fixed Income Model
A granular and accurate view of entity-specific risk
Built on proprietary curves methodology, view, deconstruct and aggregate risk measures across portfolios for corporate, EM and credit-risky assets.
Axioma Fixed Income Spread Curves
A library of consistent, comprehensive spread curves
Innovative methodology for issuer curves to help you guard against model-based instability and artificial volatility.
Axioma Risk
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.
