Axioma Risk Monitor

The Axioma Risk Monitor provides valuable insight on market risk. There are two versions of the report, one focused on multi-asset class and the other on equity.

Multi-Asset Class Risk Monitor: A Weekly Report on Market and Portfolio Risk

Read the Multi-Asset Class Risk Monitor. The report is a collection of graphs and tables showing current multi-asset factor correlations and volatilities, treasury curves, yield, spread and FX histories, model portfolio risk analysis and stress tests. Learn how to use the report in your analysis.

We offer both Multi-Asset Class and Equity Risk Monitor Newsletters weekly. To keep up-to-date on insights and trends in market and portfolio risk, please subscribe to our weekly highlights newsletters.

See our past Multi-Asset Class Risk Monitor Newsletters:

February 16, 2018 | Government yields diverge as stocks come back with a vengeance; European currency risk highest since July last year
February 9, 2018 | Treasuries recoup losses in stock market panic; Sterling drops as transition period hopes fade
February 2, 2018 | Treasury yields rise while stocks fall; FX risk stabilises as dollar gets respite




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Equity Risk Monitor: A Daily Snapshot of Regional Risk


Subscribe to our weekly Equity Risk Monitor Newsletter.

See our past Equity Risk Monitor Newsletters:

February 16, 2018 | Individual country risks reshuffled following turbulent weeks; US small-cap risk rises less than large-cap; Momentum shines in Emerging Markets
February 8, 2018 | Volatilities and correlations shoot up globally; Asset diversification tanks; Emerging Markets react less to volatility’s return
February 2, 2018 | Rising factor volatility drives US risk to a 12-month high; Investors seek cover in lower volatility stocks; Risk rises as emerging and developed currencies strengthen

Download the latest report on market risk for countries and regions around the world.



Daily Risk