RiskTech Forum

Axioma rolls out new Europe equity risk model

Posted: 11 July 2018  |  Source: Axioma Inc.


Axioma, a leading provider of enterprise market risk analytics and portfolio construction solutions, has added a new Europe equity factor risk model (EU4) to its next-generation Equity Factor Risk Model suite. The new model provides institutions investing in Europe with region-specific insights for risk management, performance attribution, and portfolio construction.

“Amid market uncertainty and volatility in Europe, it’s even more important for investors with a European mandate to have a risk model that aligns with their investment process to accurately explain risk and performance,” said Alessandro Michelini, head of Portfolio Solutions at Axioma. “EU4 incorporates our latest research and methodologies and was build based on strong market demand. The additional customisation capabilities and access to Factor Libraries provide a complete and flexible solution to both portfolio managers and risk managers.”

The new equity factor risk model balances the investment community’s need for a robust standard solution with flexibility and customisation options via Axioma’s Risk Model Machine. This unique tool enables customising pre-packaged models to match portfolio managers’ specific investment processes and strategies.


It is part of Axioma’s complete suite of global equity portfolio construction and analytics solutions, which include:

Axioma regularly reviews, updates and builds models to continue to provide investors with best-in-class solutions. As part of Axioma’s collaborative approach to innovation and product development, EU4 was designed and piloted in close cooperation with a group of Axioma’s clients across various firm types and investment strategies.