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.
