Axioma Risk

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Axioma Risk is an enterprise-wide risk-management system that enables clients to obtain timely, consistent and comparable views of risk across the entire organization and across all asset classes.

With its robust cloud-based technology and interactivity, clients can run scenarios, stress tests and analytics at will and in response to a changing investment landscape.

Clients can configure our multi-asset class risk management system and the reports it generates in ways that are consistent with their own assumptions and viewpoints, using their own inputs rather than those of a vendor or third party.

Along with its multiple modelling options—fundamental, factor, statistical and granular views—Axioma Risk provides incomparable insights into the constantly evolving state of risk.

Key Features

  • Delivers extensive risk measures for portfolios with differing underlying strategies, asset classes, and investment horizons, enabling institutions to replace multiple systems with a single risk analytics platform for both risk-control and front-office functions
  • Provides analytics with integrated market data and terms & conditions data for over five million active and ten million inactive fixed income, derivative, and equity securities across all major currencies and liquid emerging markets
  • Decompose with fixed income, equity and commodity factor models
  • Evaluate with a granular risk model
  • Choose either linear approximation or simulation-based full revaluation models
  • Includes a flexible and sophisticated stress-testing framework, which enables you to stress any factor, choose from and customize a wide variety of preconfigured historical stress tests and conduct transitive stress tests, which forecast the impact of a shifted factor on other factors
  • Keep a time series of your risk analysis, enabling backtests of VaR models and monitoring of trends in risk measures
  • Hosted and on-site deployment options to meet client information security requirements
  • Combine Axioma methodologies with user-defined factor inputs and yield curve data

Key Benefits

Axioma Risk delivers consistent measures of risk, including decomposition through fixed income and fundamental equity factor models. Users can evaluate risk measures via an underlying factor model, or a price time series as would be done with a granular risk model, with either linear approximation or simulation based full-revaluation models. This provides for a system that is able to deliver sensible measures for portfolios with different underlying strategies, asset classes and investment horizons.

Axioma Risk allows institutions to replace multiple systems with a single risk analytics platform accessible and relevant to both risk control and front-office functions. Axioma Risk has a sophisticated stress-testing framework, allowing users to walk through a historical period (or multiple periods) one day at a time, thus capturing the observed path-dependent behavior, while also offering standard instantaneous, model parameter and correlated stress tests.

Axioma Risk allows users to backtest their VaR models, to monitor trends in risk measures, and to identify periods of stress for future scenario analysis through its included historical results storage. The system’s storage of position details and risk results, coupled with local aggregation, also make the system interactive and responsive by eliminating redundant revaluations. Client-provided position details can be managed through Axioma Risk’s SOAP-compliant interface, simplifying its incorporation into a client’s existing workflow. The Hedge Builder in Axioma Risk uses optimization to create hedges that minimize risk of the hedged portfolio while neutralizing undesirable exposures. Axioma Risk users can easily create candidate hedges and then investigate the detailed risk characteristics of each hedged portfolio.