Analytics Solutions

Multi-Asset Class Risk Model

Truly understand risk and performance across your multi-asset class portfolios in a consistent way

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:

Asset allocation

Look across all of your holdings to determine the optimal investment mix

Risk analysis

Understand the drivers of risk from across equities, fixed income and commodities

Decision support

Provide pre-trade analytics and what-if scenarios for investment decisions

Portfolio construction

Allocate risk to the factors you believe will outperform

Stress testing

Understand portfolio responses to macro events and surprises

Associated products

Additional resources