Qontigo adds Axioma Factor-based Fixed Income Risk Model to its Fixed Income Solutions Suite
Thursday, January 30th, 2020
January 30, 2020 – Qontigo, an investment intelligence leader and provider of best-of-breed analytics and world-class indices, today announced the release of the Axioma Factor-based Fixed Income Risk Model. This model leverages Qontigo’s market-leading expertise and research capabilities in the equity factor space with insights into systematic macro and style factor exposures to meet the growing demand for factor-based investing in fixed income.
“Fixed income investors have struggled to get a clear understanding of the risks associated with their factor-based strategies,” said Ian Lumb, Qontigo’s Managing Director of Fixed Income Solutions. “Our new factor-based risk model is a cross-sectional model that provides users with additional explanatory power that was not available in the past with traditional rules-based models. The fixed income factor model is versatile and can be used for many different investment functions including fixed income portfolio construction, factor-based risk attribution and index replication.”
Powered by the Axioma Fixed Income Spread Curves, the model has an extensive 15-year history of granular fixed income risk factors updated daily – offering the most robust data quality on the market. It includes five industry-accepted style factors for optimal portfolio construction to allow investors to calculate efficient style tilted portfolios and ensure stable results that easily explain sources of risk.
“Qontigo is an industry leader in analytical risk models, and among the most advanced in the fixed income market,” said Rob Stubbs, Head of Research at Chartis.
The Axioma Factor-based Fixed Income Risk Model is currently available as an Axioma Portfolio OptimizerTM flat file, updated daily. Additional delivery methods will be made available throughout the next phases.
The complete Axioma Fixed Income Solutions Suite includes:
- Axioma Fixed Income Spread Curves
- Axioma Granular Fixed Income Risk Model
- Axioma Factor-based Fixed Income Risk Model
For more information, please visit axioma.com/products/axioma-fixed-income-suite.
Qontigo is a financial intelligence innovator and a leader in the modernization of investment management, from risk to return. The combination of the company’s world-class indices and best-of-breed analytics, with its technological expertise and customer-driven innovation enables its clients to achieve competitive advantage in a rapidly changing marketplace. Qontigo’s global client base includes the world’s largest financial products issuers, capital owners and asset managers. Created in 2019 through the combination of STOXX, DAX and Axioma, Qontigo is part of Deutsche Börse Group, headquartered in Eschborn with key locations in New York, Zug and London.
About Chartis Research
Chartis Research is the leading provider of research and analysis on the global market for risk technology. It is part of Infopro Digital, which owns market-leading brands such as Risk and WatersTechnology. Chartis’ goal is to support enterprises as they drive business performance through improved risk management, corporate governance and compliance, and to help clients make informed technology and business decisions by providing in-depth analysis and actionable advice on virtually all aspects of risk technology.