Construct cross-asset strategies
Intended to capture the investment risk of a multi-asset class portfolio by explaining asset returns as a combination of exposures to risk factor returns, the Axioma Multi-Asset Class Risk ModelTM is designed for risk resolution across a broad global portfolio. Portfolio managers holding a wide range of assets can now use a consistent model to analyze their risk and attribute performance.
The Axioma Multi-Asset Class Risk Model is available as a factor covariance matrix which can be integrated with Qontigo’s suite of portfolio construction, performance analytics and risk management solutions.
Pension funds, insurance companies and sovereign wealth funds can use the Axioma Multi-Asset Class Risk Model for:
Associated products
Axioma Multi-Asset Class Risk Model
A unified view across your entire cross-asset portfolio
Easily switch between a holistic view and a singular asset deep dive to gain a better understanding of risk and performance.
Axioma Equity Factor Risk Models
Comprehensive analysis with multiple views of risk
Risk management, performance attribution and portfolio construction through a suite of fundamental, statistical and macroeconomic variants.
Axioma Credit Spread Curve Risk Model
Gain a granular and accurate view of entity-specific risk
The foundation of the Axioma Credit Spread Curve Risk Model is innovative proprietary research, involving years of cleansing and organizing the underlying fixed income data.
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.
