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Axioma launches new risk management platform for multi-asset classes

Axioma Risk, the company’s initial offering in the multi-asset class risk space, is a unified risk-management platform for middle-to-front office users. Axioma Risk meets the rigorous demands of portfolio managers, risk officers, asset owners and consultants by delivering unparalleled risk reporting, risk analysis and decision support for multi-asset class portfolios.

Axioma Risk is fully customisable and designed specifically for decision support, enabling a full spectrum of users – from portfolio managers to consultants – to tailor risk reporting and analysis to their specific needs. Users may choose single or multi-step simulations, historical (empirical) simulations, Monte Carlo simulations or linear parametric models. The simulation-based analytics utilise Axioma’s Robust Factor Models, which are fully integrated into the platform. Multiple built-in options enable users to fine-tune their analyses and results, and to create stress tests to measure the impact of potential events. Front-office quality analytics utilise a leading pricing library, and the platform is fully integrated with market data, thus providing a turn-key solution for handling exchange-traded and illiquid securities.

In addition, Axioma Risk’s highly scalable architecture utilises cloud technology that allows Axioma Risk to perform complex and time-consuming calculations and analytics in parallel across a large grid of processors. This same architecture enables a deployment option that guarantees the confidentiality of client holdings and trading strategies by only sending single security requests to the cloud for computation. Portfolio weights never go beyond the client’s firewall.

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