Axioma a provider of equity risk management and portfolio products is moving into the multi-asset class risk analytics market with Axioma Risk.
Portfolio management solutions provider Axioma has launched Axioma Risk, a new risk management platform designed for portfolio managers, risk officers and asset owners.
NEW YORK, October 22—Axioma today announced its entry into the multi-asset class risk space with the introduction of Axioma Risk, a next-generation risk-management platform for risk officers, portfolio managers, asset owners and consultants.
Sebastian Ceria, PhD, Axioma’s founder and Chief Executive Officer, said: “This is a watershed initiative for Axioma. We built this company on a foundation of innovation and superior customer service. We leveraged these attributes to create and deliver portfolio-construction tools and risk models that set new industry standards for performance and flexibility in the equities space. We are now leveraging those same attributes to support Axioma’s ambitious expansion into the multi-asset class risk space.”
Risk management and index analytics provider Axioma has integrated fundamental factor data from Credit Suisse’s HOLT fundamental analysis, idea generation and benchmarking platform into the Performance Attribution module of Axioma Portfolio Analytics and the Axioma Risk Model Machine, allowing mutual clients to use HOLT factors to build custom risk models and use these for performance attribution, risk analysis and portfolio construction.
Finextra reports that Axioma and Credit Suisse announced today that Axioma is now integrating and redistributing HOLT’s fundamental-factor data within Axioma Portfolio Analytics.
NEW YORK, September 16 —Axioma and Credit Suisse today announced that Axioma is now integrating and redistributing HOLT’s fundamental-factor data within Axioma Portfolio Analytics, the company’s expanding set of portfolio risk and return analytics.
A case study by Axioma and Credit Suisse HOLT examines the benefits of using custom risk models generated by Axioma’s Risk Model Machine, in combination with HOLT’s highly regarded proprietary return models. The results of the study show that Axioma’s custom risk models provide further validation of the efficacy of HOLT’s fundamental-factor data. Combining a custom risk model with HOLT’s factors produced more efficient portfolios with better risk forecasts, and resulted in enhanced performance attribution.
Axioma Case Study No. 001
Investors have struggled to reach their target levels of tracking error in the current low-risk environment. In a search for solutions, we put tracking error under the microscope, dissecting its components and their relationship with market risk. We also reveal the potential risk-related pitfalls of different portfolio construction methodologies. But the real moral to the story is that investors cannot rely on tracking error alone. The focus must be on the overall quality of the portfolio.
Research Paper No. 046