Olivier d'Assier - Managing Director, Applied Research - APAC

Olivier d'Assier is Head of Applied Research, APAC, for Axioma and is responsible for generating unique regional insights into risk trends by leveraging and analyzing Axioma's vast data on market and portfolio risk. d'Assier's research helps clients and prospects better understand and adapt to the evolving risk environment in Asia Pacific. 

Most recent articles by Olivier d'Assier

A rolling stone gathers no moss, but an old risk model does

Investors have been talking about risk ever since the first time one of them got a forecast wrong. Given the impossibility of the investor in question being blamed for this outrageously unpredictable outcome, a third-party had to be named to take the fall and, thus, ‘risk’ was born. Like all negative things in life, we would rather not think about ...

Posted 05.23.17 Olivier d'Assier

Are low volatility readings capturing a sense of calm or foreboding?

Last Friday, the Vix – often referred to as the “fear gauge” – declined 6.6% in a single day to close the week at 10.1.

Posted 05.04.17 Olivier d'Assier

Frexit – a Brexit with More Bite

Risk managers are once again being asked to come up with a stress scenario for the aptly named ‘Frexit’. 

Posted 04.27.17 Olivier d'Assier

Exposing Vulnerabilities with a Multi-Asset Class Risk System

We recently published a paper that discusses how the analysis of a global equity portfolio can be enhanced through the use of a multi-asset class risk solution.

Posted 03.21.17 Olivier d'Assier