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:

July 13, 2018 | Treasury curve flattens as short rates rise; Dollar strengthens on higher short-term rates; Portfolio risk jumps as diversification decreases

July 6, 2018 | Sovereign yields flat after mixed week; Dollar down despite good economic data; Portfolio risk drops on lower equity volatility

June 29, 2018 | Treasury curve flattens further on US/China trade tensions; Euro recovers after migration ‘deal’; Higher equity volatility raises portfolio risk

 

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:

July 12, 2018 | US Momentum stumbles; Europe’s risk ticks up as growth forecast slows down; The sterling drops amid Brexit-related clamor.

July 5, 2018 | Emerging countries in the red; Russell 2000’s industry risk plummets after rebalance; Large-cap stocks in Japan outperform

June 28, 2018 |  Emerging Markets now much riskier than Developed; US IT sector remains a winner; Risk in the reconstituted Russell 2000 stays flat

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