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 Fixed Income Spread CurvesTM can be used by your entire organization for portfolio construction, trading, valuation and risk management:
Associated products
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 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 Risk 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 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.
