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

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

Do You Know What You are Made Of? Get Your Risk DNA Assessment Today

Axioma’s Risk DNA test maps your natural talent on 10 dimensions to uncover your strengths and opportunities for growth. 

Posted 05.03.17 Steve Mann

Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 04.25.17 Melissa Brown, CFA

Six Things to Discuss at Your Next Risk Management Cocktail Party

As the Axioma team looked back on 2016, we realized that it truly was a watershed year for markets and managers.

Posted 04.26.17 Steve Mann

Right-tail risk swings to the left

For months, we have been writing about the unusual and unexpected low level of market risk. Risk for large-cap US stocks has skimmed historically low levels, and most other markets ...

Posted 05.18.17 Melissa Brown, CFA