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 10, 2020 | Treasury yields rebound as Middle East concerns ease; Dollar strengthens amid rising risk appetites; Increased diversification reduces portfolio risk

January 3, 2020 | Treasury yields start year in the red, as geopolitical concerns return; Pound recovers on Brexit deal hopes; Reduced diversification offsets benefit from lower equity volatility

December 13, 2019 | Yields flat, as bond markets remain circumspect on trade deal; Pound and FTSE both rise after landslide Tory victory; Portfolio risk unchanged, as correlation changes offset each other

 

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 9, 2019 | Markets’ muted response to tensions in the Middle East; Relative risk of emerging markets climbs; US Profitability falls out of favor

January 2, 2020 | Developed country risk drops; Canada starts 2020 as least risky country; Asset return dispersion shrinks in the US

December 12, 2019 | Value continues to rebound; Asset diversification spikes; British pound nears recent highs relative to USD

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