Axioma Floats Enhanced Risk Models

Axioma has unveiled a new version of its Global and Regional Risk Models.

Axioma has unveiled a new version of its Global and Regional Risk Models (v 2.1). The models include enhancements, such as expanded history, the introduction of short-horizon model variants and the addition of 17 new frontier markets.

Axioma’s regional risk models also include an extended growth factor definition, further refinements to Axioma’s robust regression routine, a revised exchange rate sensitivity factor and new flat file formats. The models cover the Asia Pacific, Asia Pacific ex-Japan, emerging markets, Europe, North America, worldwide and worldwide ex-U.S. regions.

Click here for the release from Business Wire.