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:

April 6, 2018 | Government curves flatten on trade war fears; Dollar gains as currency risk falls

March 23, 2018 | Stock markets and treasury yields tumble on Trump’s trade-war plans; Dollar declines despite rate hike

March 16, 2018 | Long yields depressed by Russian tensions, protectionist threats and central banks; Yen risk falls amid safe-haven buying


Click on the image to see the full report

Equity Risk Monitor: A Daily Snapshot of Regional Risk

Subscribe to our weekly Equity Risk Monitor Newsletter.

See our past Equity Risk Monitor Newsletters:

April 12, 2018 | US Contribution to Developed Markets’ Risk Now Exceeds Its Weight; Momentum’s Head Fake? China’s Risk Inched Up Even Before Tariffs Were Announced

April 5, 2018 | US Tech’s return still among the highest; Profitability remains strong in Australia; Turkey rises to the top

March 28, 2018 | Japan’s short-horizon risk takes the lead; US large-caps reverse course; Equity trading rebounds

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

Daily Risk