A New Approach to Fixed Income Investing

Fixed income investing and risk measurement have been receiving a lot of attention. With the increased spotlight, there is also more scrutiny and pressure on underlying risk models to meet advanced demands. However, traditional fixed income models are not well placed to satisfy these expectations.

The Axioma Fixed Income Suite offers a new approach for investors to construct optimal portfolios and manage risk with clear, accurate insights to overcome the complexities of fixed income investing.

Axioma Fixed Income Spread Curves 

A library of consistent, comprehensive spread curves with:

12,000+ full-term structure issuer curves across approximately 6,000 issuers, 30 currencies, and multiple subordination tiers

6,000+ full-term structure cluster curves across 30 currencies, 9 regions, 21 ratings and multiple sector/industry levels

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Axioma Factor-based Fixed Income Risk Model

Powered by the Axioma Fixed Income Spread Curves with proprietary methodologies for issuer classification and modeling issuer spread returns, this cross-sectional factor model provides risk and portfolio managers with insights into systematic macro and style factor exposures.



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Axioma Granular Fixed Income Risk Model

Powered by the Axioma Fixed Income Spread Curves, this granular model provides Axioma Risk users with a more accurate way to view, deconstruct and aggregate risk measures across portfolios for corporate, emerging market and credit-risky assets.

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Qontigo's cloud-native technology used to calculate our enhanced fixed income risk model is powered by Microsoft Azure.