More doesn’t always mean better.

From portfolio construction to risk decomposition, risk models are powerful tools to have in your arsenal. By offering off-the-shelf risk models and the ability to design your own, you have the freedom of choice.

Parsimonious, clear factor definitions focused on transparency and replicability are hallmarks across the Axioma equity, fixed income and multi-asset class factor risk models.

Do more with less

  • Efficient portfolio construction: Allocate risk to the factors you believe will outperform
  • Risk attribution: Slice and dice risk to identify source and validate risk-reward profile
  • Decision support: Provide pre-trade analytics and what-if scenarios
  • Risk control & hedging: Identify unintended bets and manage hedging books
  • Risk budgeting: Seamlessly implement your risk budget for a clear view of risk/return

Equity Factor Risk Models

  • Suite of country, region and global factor models
  • Available as statistical, fundamental, macroeconomic models in trading, short and medium time horizons

Fixed Income Factor Risk Models

  • Axioma Credit Spread Factor Risk Model
  • Axioma Credit Spread Curve Risk Model
  • Axioma MBS Spread Factor Risk Model

Multi-Asset Factor Risk Model

  • Consistent model across equities, fixed income and commodities with full asset look-through

Private Asset Factor Risk Model

  • Partnership with CEPRES allows for meaningful risk analysis and factor decomposition across both public and private assets

The Axioma Equity Factor Risk Model Suite offers comprehensive data that can be used in investment decision-making. The integration into the EDS Investment Process Management platform will provide our clients with seamless access to Axioma models, combined with our powerful risk management tools.

Greg McCall
Co-founder and President at EDS

Build your own

When you want true customization, you can turn to the Axioma Risk Model Machine. By taking your intellectual property and combining it with our know-how, you get a bespoke risk model aligned precisely to your investment process.

We talk to each other

All our risk models can work with Axioma Portfolio Optimizer and Axioma Portfolio Analytics and are natively available within Axioma Risk. Our flat file format can also be ingested by your third-party portfolio construction, performance analytics and risk management solutions.

We can help you with the portfolio and risk management requirements across your organization.