Brazil’s Risk Jumped, But Did Not Breach Historical High Levels

We find that Brazil’s risk, while up sharply, is no higher than it has been in recent years, nor is its overall contribution to risk.  

Posted 05.26.17 Melissa Brown, CFA

Identifying Sector Risks and Opportunities, Technology Edition

Over the next few months we will be producing a series of reports that focus on risk characteristics of US sectors. The first sector we dove into was Information Technology.

Posted 05.26.17 Melissa Brown, CFA

Treasuries outperform Bunds and Gilts as political risk increases; Currency risk rebounds as the euro surpasses pre-US election levels

This week, we observed how US Treasuries outperformed their European counterparts amid rising political risk.

Posted 05.24.17 Christoph Schon, CFA, CIPM

Tight credit spreads: should you be worried?

Recent surveys by CFA UK and Bank of America Merrill Lynch (BAML) highlight a growing nervousness among investors about the impact of further Fed rate hikes on fixed income assets.

Posted 05.24.17 Christoph Schon, CFA, CIPM

A rolling stone gathers no moss, but an old risk model does

Investors have been talking about risk ever since the first time one of them got a forecast wrong.

Posted 05.23.17 Olivier d'Assier

Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 05.22.17 Melissa Brown, CFA