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:

November 16, 2018 | US Treasury yields fall on cautious Fed; Pound drops amid Brexit resignations; Portfolio risk rises on stronger correlations

November 9, 2018 | Gilt yields rise on Brexit deal hopes; Dollar up after bullish Fed statement; Portfolio risk drops as equity volatility falls 

November 2, 2018 | US Treasury yields surge over inflation concerns; Pound soars on post-Brexit rate rise hopes; Higher equity volatility raises portfolio risk

 

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:

November 15, 2018 | Japan’s market risk rises as its economy contracts; Style risk plummets in China while total risk soars

November 8, 2018 | US stock rally pushes risk to YTD peaks; Low-volatility and high-beta US stocks fare well after mid-term elections; Style factor volatilities at six-month highs

November 1, 2018 |  Increased dispersion accompanies US market turmoil; Brazil’s market lifted by election results; US dollar strengthens

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