Olivier d'Assier - Managing Director, Applied Research - APAC

Olivier d'Assier is Head of Applied Research, APAC, for Axioma and is responsible for generating unique regional insights into risk trends by leveraging and analyzing Axioma's vast data on market and portfolio risk. d'Assier's research helps clients and prospects better understand and adapt to the evolving risk environment in Asia Pacific. 

Most recent articles by Olivier d'Assier

Who the Vix Cares?

You know the world has gone mad when the probability of losses increases and yet investors double down!  

Posted 11.22.17 Olivier d'Assier

Who Let The Dogs Out?

We began our attempt to model a war scenario between the US and North Korea by looking for some historical precedents in our database.

Posted 08.28.17 Olivier d'Assier

I am shocked – shocked – to hear that impeachment talk is going on in this market!

I recently attended a large quant conference in Hong Kong during which I overheard some of the participants discussing what the recent political noise out of the US could mean.

Posted 06.22.17 Olivier d'Assier

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

Are low volatility readings capturing a sense of calm or foreboding?

Last Friday, the Vix – often referred to as the “fear gauge” – declined 6.6% in a single day to close the week at 10.1.

Posted 05.04.17 Olivier d'Assier