Axioma Risk Models

Axioma innovations transformed the risk model space. With fundamental and statistical variants for country, region and global models, at varying time horizons, along with macroeconomic models—all updated daily—you get multiple views of risk on a timely basis. Plus, our patented, innovative methodologies and model transparency add value and confidence to your risk reporting.

  • Axioma is the industry leader in timeliness of risk models. From the beginning, all Axioma models have always been estimated and updated on a daily basis for all model geographies
  • Rely on daily updates to all models, with re-estimation and production of factor exposures, covariance matrices and asset-specific risks
  • Use the model geographies suited to your strategies—Global, Emerging Market, Europe, Asia, and numerous single country markets
  • For each model geography, have access to multiple views of risk, all updated daily—the most comprehensive and valuable suite of risk models available on the market
  • Fundamental Models allow you to understand and decompose the risk and return of portfolios into intuitive factors
  • Statistical models provide an alternative view on risk and a framework which may pick up sources of risk not fully captured by a fundamental risk model
  • Macroeconomic models as available in some regions, allowing you to understand the sensitivities to key economic factors for stress testing analysis
  • No black boxes—Axioma provides complete model transparency, enabling you to better understand and manage your risk
  • All Axioma models are consistent with industry standards (GICS)
  • Advanced innovative methods such as the Dynamic Volatility Adjustment which improve the accuracy of risk forecasts, especially during times of volatility changes
  • Direct integration of the Axioma's industry leading optimization tools, allowing you to use multiple risk models simultaneously in portfolio construction

Axioma's Equity Factor Risk Model Suite

Our combination of tools provides unparalleled insights for risk management, performance attribution, and portfolio construction.

How to Evaluate a Risk Model

Regardless of the method used to evaluate a risk model, one should use portfolios and risk measurements of personal interest. Risk model providers often deliver results of risk model tests on standard benchmarks and equal-weighted portfolios whose assets are randomly selected. The results of these tests may not be representative of the results on actual portfolios. To get a true understanding of the value and intuitiveness of the results produced by a risk model, it is crucial to look at actual portfolios generated with the user’s particular investment process.

Find out more about how Axioma Risk Models can help you. Contact us at or call us:
North America: +1-212-991-4500
Europe: +44-203-621-8241
Asia: +852-8203-2790 
We look forward to hearing from you.