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:
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 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.
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.