Axioma Risk Monitor

The Axioma Risk Monitors provides valuable insight on market risk. Click on the type of risk monitor that you are interested in:

 

 

 

MULTI-ASSET CLASS RISK MONITOR: A WEEKLY REPORT ON MARKET AND PORTFOLIO RISK


Latest Multi-Asset Class Risk Monitor Newsletters:

September 6, 2019 | Sovereign yields lifted by renewed hopes of a trade deal and a soft Brexit; Pound recovers as hard Brexit is ruled out; Portfolio risk remains stable, despite higher risk appetites

August 30, 2019 |  Expanding curve inversion adds fuel to recession concerns; Pound drops and shares rise, as Brexit battle heats up; Portfolio risk unchanged, while correlations shift

August 23, 2019 | Sovereign yields see-saw on mixed signals; Pound surges on Brexit hopes; Portfolio risk drops as equity volatility falls

 

Latest MAC Risk Monitor

Use the link below to download our latest risk monitor, which consists of graphs and tables displaying the latest multi-asset factor correlations and volatilities, treasury curves, yield, spread and FX histories, model portfolio risk analysis and stress tests.

 


 

EQUITY RISK MONITOR: A DAILY SNAPSHOT OF REGIONAL RISK


Latest Equity Risk Monitor Newsletters:

September 5, 2019 | Volatilities and correlations soar worldwide; Emerging Markets’ risk catches up with the US; Hong Kong’s volatility reaches a three-year peak

August 29, 2019 | Canada: the least risky country; Canadian Profitability tanks; Loonie among the winners

August 23, 2019 | Markets buffeted by twin headwinds of rising volatility and asset correlation; US equities remain the epicenter of risk for global portfolios; As worries about the global economy increase, cyclical sectors and IT in particular become the main sources of risk

Latest Equity Risk Monitors: 

Use the list below to download the latest risk monitors on market risk for countries and regions around the world.

Daily Risk