RiskTech Forum

Axioma: Fixed-Income Portfolio Optimization

Posted: 17 July 2017  |  Source: Axioma Inc.

Risk models are essential for risk management. They quantify and help analyze the embedded risks of portfolios by identifying systematic and firm-speci c components of risk. In particular, exposure and risk contribution analyses identify different types of risk such as interest rate or equity risk, and helps portfolio managers mitigate risk by adding a hedge or selling concentrated positions. As a decision support tool, risk models aid in portfolio construction, performance attribution, and scenario analysis.

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