A hike in UK rates may be no walk in the woods

Following 8.5 years of near-zero interest rates and months of conflicting, the Bank of England finally raised its base rate from 0.25% to 0.50% on November 2.

 

Posted 11.20.17 Christoph Schon, CFA, CIPM

The Art Of Designing A Stress Test For Market Risk: A Step-By-Step Approach

This blog outlines a step-by-step approach to creatively designing meaningful stress tests for market risk.

Posted 10.16.17 Robert Stamicar

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

Going Beyond Markowitz – One-Size-Fits-All is Not An Option for Fixed Income Portfolio Optimization

Fixed income optimization is an intricate task that can be demanding, especially without the right tools.

Posted 09.08.17 Robert Stamicar

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 09.05.17 Melissa Brown, CFA

Your SEC modernization road map: The latest on Filing N-PORT and N-CEN

We’ve analyzed documentation and specifications related to SEC modernization and provided a synopsis of key items relating to filing N-PORT.

Posted 09.13.17 Nicola Le Brocq