Axioma, a global provider of innovative risk and portfolio management solutions, today launched the latest version of its Japan Equity Factor Risk Model suite ('AXJP4'). The Model provides improved methodologies, enhanced style factors and enriched exposures for its fundamental and statistical models, which all combine to deliver improved. Axioma has unveiled a new tool which will allow clients to construct customized risk models according to their own investment processes. Maccleanse cleaning utility for mac 8 1 1. The Axioma Risk Model Machine uses the business logic. By offering all three model types, Axioma helps front and middle office functions at buy-side firms align their view of risk in a constantly evolving and increasingly complex environment. Gbwhatsapp themes zip. Axioma incorporated client feedback in the development of the new US equity models, which include the following updates.
Casinos in lafayette la. NEW YORK, Aug. 22, 2019 /PRNewswire/ -- Axioma, theleading global provider of enterprise risk management, portfoliomanagement and regulatory reporting solutions, today announced theaddition of the new Canada equityrisk model (AXCA4) to its next-generation Equity Factor Risk Modelsuite. The release builds on the existing risk models, offeringenhanced country-specific content to meet the risk-management needsof investors.
Axioma, a global provider of innovative risk and portfolio management solutions, today launched the latest version of its Japan Equity Factor Risk Model suite ('AXJP4'). The Model provides improved methodologies, enhanced style factors and enriched exposures for its fundamental and statistical models, which all combine to deliver improved. Axioma has unveiled a new tool which will allow clients to construct customized risk models according to their own investment processes. Maccleanse cleaning utility for mac 8 1 1. The Axioma Risk Model Machine uses the business logic. By offering all three model types, Axioma helps front and middle office functions at buy-side firms align their view of risk in a constantly evolving and increasingly complex environment. Gbwhatsapp themes zip. Axioma incorporated client feedback in the development of the new US equity models, which include the following updates.
Casinos in lafayette la. NEW YORK, Aug. 22, 2019 /PRNewswire/ -- Axioma, theleading global provider of enterprise risk management, portfoliomanagement and regulatory reporting solutions, today announced theaddition of the new Canada equityrisk model (AXCA4) to its next-generation Equity Factor Risk Modelsuite. The release builds on the existing risk models, offeringenhanced country-specific content to meet the risk-management needsof investors.
The estimation universe for the new Canada model contains over 440 stocks andETFs, with coverage history from 1995. The enhanced data includesdeep daily history and, for the first time, incorporates macrofactors for residual Gold and Oil sensitivity.
'The introduction of macro factors such as Gold and Oilsensitivity in the CA4 model captures the importance of thesenatural resources in the Canadian economy,' said Arnab Banerjee, Director, Product Management atAxioma. 'The new CA4 model also uses a custom and granular industryfactor structure to better reflect other key Canadian markets, suchas the paper and forest-products segment.'
Axioma's updated Canada riskmodel utilizes 17 market-based and 15 fundamental style modeldescriptors, offering deeper insights into short and medium-horizonrisk exposures. In addition to holistic improvements to attributionand risk estimates, key enhancements include:
- Expanded securities universe coverage of Canada-listed shares and ETFs
- Additional fundamental factors, including market intercept,dividend yield, and profitability
- The new market-based factors covering residual Oil and Goldsensitivity
- Updated industry classifications for more comprehensiverepresentation of the Canadian market
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'There are notable differences in the behavior of factors in theCanadian market,' said MelissaBrown, Head of Applied Research at Axioma. 'Having anability to drill down into a Canada-specific view of risk offers superiorrisk-management capabilities to managers focused on thatmarket.'
The Canada model is part ofAxioma's comprehensive suite of portfolio construction,optimization and risk solutions. Top-line benchmark risk estimatesusing the new model are now available through our Equity RiskMonitors.
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Axioma provides an integrated suite of innovative andcustomizable investment-management solutions to a global clientbase of asset managers, hedge funds, insurance companies, pensionfunds, wealth managers and investment banks. Our award-winningsolutions and tools include multi-asset enterprise risk management,portfolio construction, performance attribution, regulatoryreporting and custom index design. With over $10 trillion in assets under management, ourclients rely on Axioma for decision intelligence that supports theentire investment process, across the front, middle and backoffices. Enabled by Axioma's market-leading technology from APIs tothe cloud-native open environment of axiomaBlue™ andfully integrated content and analytics, our clients deploy Axioma'ssolutions to create competitive advantage – 'from risk toreturn'™. Learn more at www.axioma.com and followus on Twitter and LinkedIn.
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