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:

January 17, 2020 | Gilt yields drop as rate cut looms; Dollar strengthens further on trade and earnings optimism; Portfolio risk rises as negative correlations weaken

January 10, 2020 | Treasury yields rebound as Middle East concerns ease; Dollar strengthens amid rising risk appetites; Increased diversification reduces portfolio risk

January 3, 2020 | Treasury yields start year in the red, as geopolitical concerns return; Pound recovers on Brexit deal hopes; Reduced diversification offsets benefit from 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:

January 23, 2019 | Small-caps make a comeback in Emerging Markets; Developed Europe keeps calm; Hong Kong remains the riskiest developed country

January 16, 2019 | Info tech shares lead US stock rally; Asset-asset correlations spike in Japan; Yuan rises as currency-manipulator status is lifted for China

January 9, 2019 | Markets’ muted response to tensions in the Middle East; Relative risk of emerging markets climbs; US Profitability falls out of favor

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