The Axioma Risk Monitor provides valuable insight on market risk. There are two versions of the report, one focused on multi-asset class and the other on equity.
Multi-Asset Class Risk Monitor: A Weekly Report on Market and Portfolio Risk
- Read the Multi-Asset Class Risk Monitor. The report is a collection of graphs and tables showing current multi-asset factor correlations and volatilities, treasury curves, yield, spread and FX histories, model portfolio risk analysis and stress tests.
Click on the image to see the full report
Equity Risk Monitor: A Daily Snapshot of Regional Risk
Download the latest report on market risk for countries and regions around the world.
- Please note that the Equity Risk Monitor is now using the latest version of our
- Japan Equity Factor Risk Model and our Australia Equity Factor Risk Model.
- Subscribe to the weekly highlights email.
- Asia Pacific ex-Japan
- Emerging Markets
- Global Developed Markets