Axioma Factor Risk Models
For comprehensive risk analysis with multiple views of risk
Axioma factor-based models support portfolio construction, performance attribution and decision making.
Clarity generated by deep research
Parsimonious, clear factor definitions embedded in academic research and focused on transparency and replicability are all hallmarks across our factor-based models. And, by offering off-the-shelf risk models alongside the ability to build custom factor risk models with Axioma Risk Model Machine, portfolio managers and risk managers benefit from true flexibility.
Equity Factor Risk Models
<p>A suite of country, region and global factor risk models with trading, short and medium time horizons with a <a href="https://www.simcorp.com/resources/insights/industry-articles/2024/statistical-models-in-practice" rel="noopener noreferrer">statistical factor model</a>, a <a href="https://www.simcorp.com/resources/insights/white-papers-and-reports/statistical-versus-fundamental-models" rel="noopener noreferrer">fundamental risk model</a> and a macroeconomic variant included as part of the <a href="https://www.simcorp.com/solutions/point-solutions/axioma-factor-risk-models/Axioma-Equity-Factor-Risk-Models" rel="noopener noreferrer">standard offering</a></p>
Fixed Income Risk Models
<p>Includes rates, credit, structured debt and derivatives or as <a href="https://www.simcorp.com/solutions/point-solutions/axioma-factor-risk-models/credit-spread-risk-models" rel="noopener noreferrer">credit spread risk models</a> with underlying data derived from proprietary and rigorously tested methodology for issuer classification and spread curve construction</p>
Multi-Asset Factor Risk Model
<p>Consistent models across equities, fixed income and commodities with full asset look-through including a Axioma Fund Allocation Model specifically designed for private wealth managers and FoF investment managers</p>
Building a better factor risk model
<p> Ever wonder about the anatomy of a risk model? How are they built? What is the thinking and research behind a scalable factor risk model?</p>
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Axioma Portfolio Analytics
Risk analysis, performance attribution and reporting – in one place
Learn MoreAxioma Equity Factor Risk Models
<p>Flexible and intuitive equity risk models backed by proprietary research</p>
Learn MoreCredit Spread Risk Models
<p>Parsimonious factors or a granular issuer-based approach</p>
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