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 17, 2019 | Treasury yields drop on renewed recession and trade-war fears; Pound plunges as Brexit talks stall; Portfolio risk rises, despite increased diversification

May 10, 2019 | Sovereign yields drop as US expands tariffs on China; Yen surges in flight-to-quality; Portfolio risk rises despite increased diversification

May 3, 2019 | Treasury yields rise as Fed dismisses weak inflation; Pound surges and risk falls as BoE ups growth forecasts; Portfolio risk stable, despite lower equity volatility

 

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 16, 2019 | Individual countries react to the US-China trade spat; US Momentum takes off; Asset diversification tanks in China

May 9, 2019 | Risk spread raises red flag in the US; China’s risk jumps as trade issues mount; Turkish lira plummets amid political instability

May 2, 2019 | A more diversified Europe sees drop in risk; US rally reflected in Earnings Yield factor outperformance; Greece turns top performer

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