Asset Owners are under more pressure than ever to understand and manage the risk exposures in their portfolios.
Are these exposures intended or unintended at the total plan level, within a given allocation sleeve or at individual manager level? But knowing the risks is not enough. What are the implications of maintaining intended risk exposures or hedging unintended ones? The Axioma Risk platform combines advanced simulation-based risk analytics methodologies with industry leading factor risk models in one system, allowing plan managers to answer these questions through innovative stress testing and scenario analysis functionality.
Axioma’s value proposition to asset owners extends far beyond risk management. Axioma Portfolio is the most advanced and flexible portfolio construction system available to institutional investors today. In combination with Axioma Portfolio Analytics, for backtesting, portfolio simulation and attribution, there is no better solution for the development and implementation of systematic, risk-based and premia harvesting strategies.
By consistently delivering superior expertise, innovative research and products, Axioma empowers asset owners to more effectively meet the investment objectives of their beneficiaries.
With virtually limitless objectives and an equally unlimited range of constraints, Axioma Portfolio Optimizer delivers maximum flexibility to model even the most complex strategies for a wide range of investment management approaches, from quantitative to fundamental.
A "unified" multi-asset class risk management platform for middle-to-front office users, providing asset owners with risk reporting, risk analysis and decision support for multi-asset class portfolios.
Axioma's macroeconomic-based model provides asset owners with a way to measure and manage financial risk in a U.S. portfolio by considering macroeconomic variables and events. The model's horizon is three to six months-- what we deem to be "medium" horizon. The Macro model joins four other model variants offered by Axioma: two fundamental models and two statistical models, each offered for both a medium and a short (one-to-two month) horizon.
Global interest rates have been decreasing for the past 15 years, reaching record low levels. An interest rate increase by central banks will likely result in a turning point for interest rates overall, hence the growing anxiety among institutional investors. The U.S. Federal Reserve has been signaling the market for some time that an interest rate increase is imminent. This white paper explores the potential outcomes of a central bank’s interest rate policy action on a broad-based portfolio consisting of various assets.
Axioma Portfolio Analytics provides time-series risk analysis, stress testing, and both traditional Brinson and factor-based performance attribution, fully integrated with Axioma's fundamental, statistical and macroeconomic risk models as well as custom risk models built with the Axioma Risk Model Machine (RMM).