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Axioma risk model handbook pdf4/1/2024 Macroeconomic models as available in some regions, allowing you to understand the sensitivities to key economic factors for stress testing analysis. Statistical models provide an alternative view on risk and a framework that may pick up sources of risk not fully captured by a fundamental risk model. The model geographies option allows you to pick options suited to your strategies Global, Emerging Market, Europe, Asia, and numerous single country markets.įor 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.įundamental Models allow you to understand and decompose the risk and return of portfolios into intuitive factors. From the beginning, all Axioma models have always been estimated and updated on a daily basis for all model geographies.ĭaily updates to all models, with re-estimation and production of factor exposures, covariance matrices and asset-specific risks. Axioma is the industry leader in the timeliness of risk models.
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