Company Data

Axioma Risk Models

An overview of Axioma Risk Models

Axioma innovations transformed the risk model space with fundamental and statistical variants for the country, region, and global models, at varying time horizons, along with macroeconomic models all updated daily, providing you multiple views of risk on a timely basis. Plus, our patented, innovative methodologies and model transparency add value and confidence to your risk reporting.

Quantitative Analytic Direct (QAD) product offers Fundamental Model & Statistical Models from Axioma.

Key Facts 

  • Geographical coverage
  • History
    From 1982
  • Data format
  • Delivery mechanism
    Deployed/Onsite Servers
  • Data frequency

Features & Benefits

What you get with Axioma Risk Models

  • Axioma is the industry leader in the timeliness of risk models. From the beginning, all Axioma models have always been estimated and updated on a daily basis for all model geographies.
  • Daily updates to all models, with re-estimation and production of factor exposures, covariance matrices and asset-specific risks.
  • The model geographies option allows you to pick options suited to your strategies Global, Emerging Market, Europe, Asia, and numerous single country markets.
  • For each model geography, have access to multiple views of risk, all updated daily the most comprehensive and valuable suite of risk models available on the market.
  • Fundamental Models allow you to understand and decompose the risk and return of portfolios into intuitive factors.
  • Statistical models provide an alternative view on risk and a framework that may pick up sources of risk not fully captured by a fundamental risk model.
  • Macroeconomic models as available in some regions, allowing you to understand the sensitivities to key economic factors for stress testing analysis. Axioma provides complete model transparency, enabling you to better understand and manage your risk.
  • All Axioma models are consistent with the Global Industry Classification Standard (GICS).
  • Advanced innovative methods such as the Dynamic Volatility Adjustment which improve the accuracy of risk forecasts, especially during times of volatility changes.

How it works

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