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:

May 22, 2020 | Gilt yields go sub-zero for the first time in history, as BoE considers negative rates; US Treasury yields continue to drift sideways; Portfolio risk falls, but equity/oil correlation increases

May 15, 2020 |  Sovereign yields and credit spreads unmoved amid opposing forces; Pound drops as Brexit fears intensify; Portfolio risk falls, as asset volatilities decline

May 8, 2020 |  Treasury curve steepens, as traders expect low rates to stay; Euro falls as risk premia rise, after German court ruling on ECB; Portfolio risk remains on downward trend

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:

May 20, 2020 | Country risk rises as total risk ebbs; Value remains one of the worst performers; Trading volume plummets

May 14, 2020 |  China, South Korea and Taiwan emerge as top performers; Asia-Pacific ex-Japan risk drops below Developed Market risk; Momentum outperforms during the coronavirus crisis

May 7, 2020 | Grim economic data halts US market rally; Health Care becomes second-largest sector globally; Asset diversification remains low worldwide

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