Axioma, a provider of enterprise market risk analytics and construction solutions, has launched a new Europe equity factor risk model.
The new model (EU4) has been added to the company’s next-generation Equity Factor Risk Model suite to provide institutions investing in Europe with region-specific insights for risk management, performance attribution, and portfolio construction.
It claims to balance the investment community’s need for a robust standard solution with flexibility and customisation options via Axioma’s Risk Model Machine. The tool enables customising pre-packaged models to match portfolio managers’ specific investment processes and strategies.
“Amid market uncertainty and volatility in Europe, it’s even more important for investors with a European mandate to have a risk model that aligns with their investment process to accurately explain risk and performance,” said Alessandro Michelini, head of Portfolio Solutions at Axioma.
“EU4 incorporates our latest research and methodologies and was build based on strong market demand. The additional customisation capabilities and access to Factor Libraries provide a complete and flexible solution to both portfolio managers and risk managers.”
Axioma’s suite of global equity portfolio construction and analytics solutions includes daily fundamental models, which provides factor coverage for intuitive and detailed risk analysis and performance attribution, and daily statistical models, which can provide important additional risk and portfolio construction insights.
The suite also includes short and medium horizon model variations to increase risk awareness. Users can also create a fully customised risk model using Axioma Risk Model Machine, as well as access extensive factor libraries.
Founded in 1998, Axioma is a provider of enterprise risk management, portfolio construction, and risk and regulatory reporting solutions. It develops and markets innovative risk analysis, portfolio rebalancing and performance attribution products for the global financial services industry. This helps leading financial firms manage risk, increase returns and improve operational efficiency.
Copyright © 2018 RegTech Analyst
Copyright © 2018 RegTech Analyst
