Axioma Risk Monitor

The Axioma Risk Monitors provides valuable insight on market risk. Click on the type of risk monitor that you are interested in:

 

 

 

MULTI-ASSET CLASS RISK MONITOR: A WEEKLY REPORT ON MARKET AND PORTFOLIO RISK


Latest Multi-Asset Class Risk Monitor Newsletters:

March 15, 2019 | Stocks and bonds rally on weak inflation; Pound and FTSE surge as ‘no-deal’ fears subside; Portfolio risk rises as correlations increase

March 8, 2019 | Global yields fall amid disappointing economic data; Euro dives as ECB turns (even more) cautious; Portfolio risk falls in flight to quality

March 1, 2019 | US Treasury curve steepens in ‘risk-on’ environment; Pound rallies as ‘no-deal’ fears subside; Portfolio risk drops as volatility and correlations fall

 

 

Latest MAC Risk Monitor

Use the link below to download our latest risk monitor, which consists of graphs and tables displaying the latest multi-asset factor correlations and volatilities, treasury curves, yield, spread and FX histories, model portfolio risk analysis and stress tests.

 


 

EQUITY RISK MONITOR: A DAILY SNAPSHOT OF REGIONAL RISK


Latest Equity Risk Monitor Newsletters:

March 14, 2019 | UK market remains calm amid Brexit turmoil; British pound lifted by Brexit potential delay; Small caps make a comeback in Emerging Markets

March 7, 2019 | Europe’s risk plunges, despite ECB’s surprise move; High volatility stocks shine in China; Health Care stocks slide in the US

February 28, 2019 | Momentum thrives in Australia, but struggles globally; Currency risk falls in Developed Markets; China’s risk jumps as stocks rally

Latest Equity Risk Monitors: 

Use the list below to download the latest risk monitors on market risk for countries and regions around the world.

Daily Risk