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:

January 4, 2019 | US Treasury yields down after turbulent week; Yen extends gains amid safe-haven flows; Portfolio risk falls as diversification increases

December 28, 2018 | US Treasury yields drop on dovish Fed and US government shutdown; Dollar plunges as yields fall; Surge in equity volatility raises portfolio risk

December 14, 2018 | European yields diverge amid political unrest; Pound drops as Brexit vote is delayed; Lower equity volatility and flight-to-quality reduce 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:

January 10, 2019 | US riskier than Greece, as developed and emerging markets decouple; Emerging markets risk falls below that of developed; The yen gains ground against the greenback

January 3, 2019 | Large Cap stocks finish strong despite recent downfall; Info Tech wipes out most of early 2018 gains; Developed country risk on the rise

December 31, 2018 | Wild swings in stocks spur volatility at year end; Emerging Markets fare better amid market tumult; Currency risk remains low

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