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:

September 14, 2018 |  Bond yields rise as equities near record highs; Sterling surges on Brexit deal hopes and higher rates; Portfolio risk stable as FX offsets equity volatility

September 7, 2018 | Treasury yields rise over renewed inflation concerns; Dollar appreciates on upbeat economic news and rising rates; Consumer price worries squeeze portfolio diversification

August 31, 2018 | European yields diverge as peripheral spreads widen; Sterling soars on Brexit deal hopes; Stock/bond diversification reduces portfolio volatility 

 

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:

September 13, 2018 |  Momentum still outperforms in Emerging Markets; Risk spreads raise red flag in Japan; Swedish stocks rise, but so does krona’s risk

September 6, 2018 |  Canada calm as NAFTA trade talks continue; Developed Europe rattled by Italian politics; Asset diversification plummets in China

August 30, 2018 |  Emerging Markets risk keeps climbing; Large caps make a comeback in developed world; Mexico looking good as trade deal seems likely

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