Axioma Enhances its Risk Suite
Axioma has added new functionalities to its Axioma Portfolio Analytics and Risk Model Machine offerings.
For its Portfolio Analytics solution, which provides time-series risk analysis, stress testing and both traditional and factor-based performance attribution, Axioma now accommodates more workflows, including sortable Excel reports and faster factor-based performance attribution calculations.
Additionally, it has been bolstered with portfolio updates with stored analytics, and its historical portfolio data uploads are 2-4 times faster, according to a release.
For its Risk Model Machine offering, which allows clients to build their own proprietary risk models using Axioma's IP and core models as the foundation, users can now "stitch" together custom risk models, which will allow them to increase or reduce the number of style factors, industries or countries in the models over time.
Axioma also added the ability to exclude industry factors from the custom risk model, limiting it to market, style and country, or just market and style.
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