Axioma factor-based models support portfolio construction, performance attribution and decision making.
Clarity generated by deep research
Parsimonious, clear factor definitions embedded in academic research and focused on transparency and replicability are all hallmarks across our factor-based models. And, by offering off-the-shelf risk models alongside the ability to build custom factor risk models with Axioma Risk Model Machine, portfolio managers and risk managers benefit from true flexibility.
Equity Factor Risk Models
<div class="ck-content"><p>A suite of country, region and global factor risk models with trading, short and medium time horizons with a <a href="https://www.simcorp.com/resources/insights/industry-articles/2024/statistical-models-in-practice" rel="noopener noreferrer">statistical factor model</a>, a <a href="https://www.simcorp.com/resources/insights/white-papers-and-reports/statistical-versus-fundamental-models" rel="noopener noreferrer">fundamental risk model</a> and a macroeconomic variant included as part of the standard offering</p></div>
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Fixed Income Risk Models
<div class="ck-content"><p>Includes rates, <a href="/solutions/strategic-solutions/axioma-solutions/axioma-factor-risk-models/credit-spread-risk-models">credit</a>, securitized debt, municipal bonds, rates & volatility and hybrid models with underlying data derived from proprietary and rigorously tested methodology for issuer classification and spread curve construction</p></div>
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Multi-Asset Factor Risk Models
<p>Consistent models across equities, fixed income and commodities with full asset look-through including a <a href="https://www.simcorp.com/solutions/point-solutions/Axioma-Global-Fund-Allocation-Models">Axioma Fund Allocation Model</a> specifically designed for private wealth managers and FoF investment managers</p>
AXIOMA GLOBAL FIXED INCOME MODEL (AXGFIM)
<div class="ck-content"><p>Learn how a standalone, lightweight and flexible low-overhead solution designed for standard fixed income strategies can solve for your portfolio construction and risk attribution challenges.</p></div>
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Building a better factor risk model
<p> Ever wonder about the anatomy of a risk model? How are they built? What is the thinking and research behind a scalable factor risk model?</p>
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Axioma Portfolio Analytics
Risk analysis, performance attribution and reporting – in one place
Learn MoreAxioma Equity Factor Risk Models
<p>Flexible and intuitive equity risk models backed by proprietary research</p>
Learn moreCredit Spread Risk Models
<p>Parsimonious factors or a granular issuer-based approach</p>
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