New instruments, innovative tools for creating models and statistics, faster workflows
Axioma, a leading provider of innovative risk solutions for buy-side institutions, today announced the release of version 2016 R1 of its Axioma Portfolio Analytics™ and Risk Model Machine™ solutions. The enhancements provide increased flexibility and accommodate a wider variety of workflows.
“Axioma is committed to delivering innovative solutions that allow portfolio managers to focus on generating alpha,” said Mark Cushey, director of product management, Axioma. “The latest versions of Axioma Portfolio Analytics and Risk Model Machine exemplify how we help clients to remain competitive and work with them to streamline processes allowing for further efficiency across the board. This is incredibly important, as buy-side firms are under pressure to demonstrate innovation in an environment of commoditized performance and investor demand for transparency.”
The key highlights of the new version of Axioma Portfolio Analytics include:
Noteworthy highlights of the new version of the Risk Model Machine include:
The newest version of Axioma Portfolio Analytics and the Risk Model Machine follows significant updates launched in Q1 to Axioma Risk, an enterprise-wide risk-management system.
Significant highlights include:
Axioma Portfolio Analytics provides time-series risk analysis, stress testing and both traditional and factor-based performance attribution that is fully integrated with Axioma’s fundamental, statistical and macroeconomic risk models, as well custom risk models built with the Axioma Risk Model Machine.
Risk Model Machine allows clients to build their own proprietary risk models using Axioma’s IP and proven core models as the foundation. Clients then introduce and adjust risk factors and other parameters to tailor the models to their own specific investment process and approach.
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.