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:
Look across all of your holdings to determine the optimal investment mix
Understand the drivers of risk from across equities, fixed income and commodities
Provide pre-trade analytics and what-if scenarios for investment decisions
Allocate risk to the factors you believe will outperform
Understand portfolio responses to macro events and surprises
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 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.