Qontigo Embeds Axioma Factor-based Fixed Income Risk Model in Axioma Risk
Retrieved on:
Monday, July 27, 2020
NEW YORK, July 27, 2020 /PRNewswire/ -- Qontigo, an investment intelligence leader and provider of best-of-breed analytics and world-class indices, has announced the integration of the Axioma Factor-based Fixed Income Risk Model in their enterprise portfolio risk management system, Axioma Risk.
Key Points:
- NEW YORK, July 27, 2020 /PRNewswire/ -- Qontigo, an investment intelligence leader and provider of best-of-breed analytics and world-class indices, has announced the integration of the Axioma Factor-based Fixed Income Risk Model in their enterprise portfolio risk management system, Axioma Risk.
- Style-oriented fixed income factor investing has grown in popularity and according to Greenwich Associates, 70% of investment managers see large opportunities for fixed income factor investing over the next few years.
- The Axioma Factor-based Fixed Income Risk Model uses advanced modeling techniques to reliably capture systematic risk in a number of ways, including a more accurate issuer classification system and the estimation of bond specific risk from both issuer and issue-specific spread risk.
- "The Axioma Factor-based Fixed Income Risk Model enhances an already market-leading multi-asset risk platform and delivers an innovative solution to enable both a new style of fixed income factor risk management and factor-focused portfolio construction," said Ian Lumb, Qontigo's Managing Director and Head of Multi-Asset Solutions, EMEA and APAC.