Multi-asset class, real-time and batch market risk analytics platform, including VaR, stress testing, scenario analysis, and exposures with deep support for regulatory and internal broker-dealer risk needs.
More about Axioma (part of Qontigo)
Software for measuring market exposure through VaR (Value at Risk), stress testing, and scenario analysis across diverse market conditions and asset classes.
More Market Risk Systems
More Risk Management ...
|
Real-Time Data Feeds Supports automated, real-time streaming of prices and quotes from exchanges and OTC sources. |
Axioma Risk offers real-time risk analytics, implying support for automated, real-time streaming of prices and quotes. | |
|
Historical Data Support Enables handling of large volumes of historical data for backtesting and scenario construction. |
The platform supports scenario analysis, backtesting, and deep historical risk analytics, indicating robust handling of large volumes of historical data. | |
|
Multiple Data Source Integration Allows integration with various market data providers (e.g., Bloomberg, Reuters, ICE, proprietary). |
Axioma Risk provides connectivity to multiple data feeds and providers (e.g., Bloomberg, Reuters), as indicated on qontigo.com. | |
|
Data Cleansing Capabilities Systematically corrects and fills gaps in market data for improved reliability. |
Axioma Risk highlights robust data quality, normalization, and gap-filling routines for input market data. | |
|
Reference Data Management Supports mapping and enrichment of assets with reference and master data (e.g., ISIN, CUSIP, sector). |
Reference and master data enrichment is a standard in Axioma, including mappings like ISIN, CUSIP, etc. | |
|
Latency The time taken to update the system with new data. |
No information available | |
|
Data Storage Capacity The maximum volume of historical market data the system can store and process. |
undefined Marketed as scalable and capable of storing broad and deep historical market data for large multi-asset portfolios. |
|
|
Event-based Data Triggers Ability to process data update triggers based on market events (e.g., circuit breakers, corporate actions). |
Platform supports event-driven risk reporting, which implies event-based data triggers (e.g., for market events). | |
|
Normalization Engine Ensures all data inputs are standardized for downstream analytics. |
Axioma Risk describes advanced normalization engines handling all incoming data for analytic consistency. | |
|
Market Specific Data Parsing Recognizes and appropriately parses data from asset class-specific feeds (FX, rates, equities, commodities). |
Supports parsing and ingesting FX, rates, equities, credit, and commodities, as referenced in product docs. |
|
Value at Risk (VaR) Models Supports parametric, historical simulation, and Monte Carlo VaR calculation methods. |
Parametric, historical, and Monte Carlo VaR are core to its risk analytics capabilities. | |
|
VaR Horizon Customization User-defined horizons (e.g., 1-day, 10-day) for VaR computation. |
The VaR horizon is configurable per user and use case. | |
|
Confidence Level Setting Customizable VaR confidence intervals (e.g., 95%, 99%). |
Confidence levels such as 95% and 99% are configurable for risk measures. | |
|
Stress Testing Tools Configurable stress testing for idiosyncratic and systemic events. |
Stress testing and scenario analysis are highlighted in platform capabilities. | |
|
Scenario Analysis Framework Create and run hypothetical or historical scenarios across portfolios. |
Supports creation and execution of both historical and hypothetical scenarios. | |
|
Backtesting Capabilities Compares predicted risk measures with actual outcomes to validate models. |
Backtesting risk models and methodologies is a standard feature. | |
|
Expected Shortfall (ES) Calculation of Expected Shortfall (CVaR) to supplement VaR. |
Expected Shortfall (ES, CVaR) can be computed alongside VaR. | |
|
Incremental and Marginal VaR Calculates risk contribution or reduction by portfolio components. |
Axioma Risk advertises incremental/marginal VaR analytics at the trade/portfolio level. | |
|
Multi-Factor Risk Models Integrates systematic risk factors across asset classes. |
Multi-factor risk models are core to Axioma’s offering across equity, credit, and asset classes. | |
|
Model Performance Metrics Built-in analytics to report and monitor risk model accuracy. |
Built-in model analytics for diagnostics and performance review are mentioned in product marketing. | |
|
Number of Models Supported Number of distinct risk modeling methodologies supported. |
No information available |
|
Listed Equities Direct support for global equities and related derivatives. |
Supports global listed equities and derivatives according to website and collateral. | |
|
Fixed Income Instruments Coverage for government, corporate, municipal bonds and their derivatives. |
Fixed income (government, corporate, municipal, etc.) is explicitly covered in the platform. | |
|
FX Products Handles spot, forward, and options in foreign exchange trading. |
FX spot, forwards, and options are directly supported. | |
|
Commodities Supports commodity spot, forwards, future contracts and options. |
Commodities (spot, futures, options) supported, per platform documentation. | |
|
Structured Products Ability to analyze custom and structured notes, CLNs, etc. |
Custom/structured products are noted as supported use cases for Axioma Risk. | |
|
Complex Derivatives Covers exotic options, swaps, and other non-vanilla derivatives. |
Complex derivatives, such as exotics and swaps, are referenced in Axioma product briefs. | |
|
Private Assets Integration of private placements, PE, VC positions if relevant. |
No information available | |
|
Crypto & Digital Assets Capability to assess risk on digital tokens and crypto derivatives. |
Not as far as we are aware.* No significant reference to crypto/digital asset risk analytics on the vendor’s site (as of latest check). | |
|
Asset Class Extensibility Support for user/administrator-driven addition of new instruments. |
API and configuration tools to add/integrate new instruments noted in documentation. | |
|
Number of Asset Classes Total number of distinct asset classes covered. |
No information available |
|
Multi-level Aggregation Aggregates risk at trade, account, desk, portfolio, and firm levels. |
Risk aggregation from trade/account up to desk/portfolio/firm is core platform functionality. | |
|
Legal Entity Views Organizes exposures by legal entity/subsidiary. |
Legal entity/subsidiary organization of exposure views is supported. | |
|
Portfolio Customization Flexible portfolio and sub-portfolio definitions by user. |
User-defined flexible views/portfolios referenced throughout product documentation. | |
|
Dynamic Hierarchy Management Allows dynamic creation/modification of portfolio or client hierarchy. |
Dynamic creation/modification of client portfolio hierarchy explicitly marketed as a feature. | |
|
Cross-Currency Consolidation Automated FX conversion and reporting currency selection for all holdings. |
Cross-currency consolidation and multi-currency reporting is included. | |
|
Real-time Exposure Aggregation Instant updating of risk exposures upon data or trade changes. |
Real-time exposure updates upon trades/inputs is a key feature. | |
|
Segregated and Consolidated Views Toggle between consolidated and segregated risk views at any hierarchy level. |
Hierarchical risk views can be toggled between consolidated/segregated views at any level. | |
|
User-defined Groupings Flexible grouping of accounts or trades for specialized analysis. |
Flexible user-defined groupings of portfolios and accounts is supported. | |
|
Maximum Hierarchy Levels Defines the number of portfolio levels supported. |
No information available |
|
Computation Time per VaR Run Average time needed to compute VaR for a given portfolio. |
No information available | |
|
Concurrent Users Maximum number of users who can access/run risk calculations simultaneously. |
No information available | |
|
Transactional Data Throughput Volume of position/trade updates processed per second. |
No information available | |
|
Horizontal Scalability System can scale across multiple servers or cloud instances as load increases. |
Cloud/SaaS deployment options are described, supporting horizontal scaling. | |
|
Cloud-native Capabilities Optimized for deployment and scaling in cloud environments. |
Cloud-native deployment is available as an offering; optimized for cloud scaling. | |
|
Parallel Computation Support Leverages multi-threading and distributed computing for large-scale calculations. |
Supports multi-threaded, distributed computations for large-scale portfolios. | |
|
Batch Processing Capabilities Allows overnight or scheduled risk computations for all portfolios. |
Batch and scheduled (overnight) risk calculations are standard use cases. | |
|
Failover and Redundancy Systems are designed with redundancy for high-availability and disaster recovery. |
High availability and business continuity referenced, implying failover/redundancy. | |
|
Data Archiving & Retention Automatic archiving of risk results and source data. |
Support for archiving/risk result retention is included in standard data management. | |
|
Resource Utilization Monitoring Tracks CPU/memory/network resource usage during calculations. |
No information available |
|
Web-based Interface Accessible via browser with no client installation required. |
Web-based UI—access from browser with no installation—advertised as a key feature. | |
|
Customizable Dashboards End users can tailor dashboards and layouts to personal preferences. |
Dashboards are described as fully customizable by users. | |
|
Rich Visualization Tools Interactive charts, heatmaps, and risk distribution graphics. |
Detailed/interactive visualization tools (charts, heatmaps, etc.) are part of the analytics interface. | |
|
Role-based Access Controls Granular user permissions and access settings for different teams/roles. |
Role-based access controls are specifically highlighted for different business units/teams. | |
|
Multi-language Support System interface available in multiple languages. |
Platform offers multi-language UIs for global user base. | |
|
Accessibility Compliance Adherence to standards (e.g., WCAG) for users with disabilities. |
No information available | |
|
Search & Drill-down Functionality Powerful tools to locate, filter, and drill into risk data. |
Powerful global search and drill-down tools noted in UI demonstrations. | |
|
Mobile Compatibility Accessible and functional on tablets and smartphones. |
Described as accessible and functional on tablets and smartphones. | |
|
Notification and Alerting System Automated, configurable alerts for threshold breaches or data anomalies. |
Configurable notifications and real-time alerts are included. | |
|
Help and Training Support Contextual help, tutorials, and knowledge base. |
Online help, tutorials, and a training knowledge base are referenced on the product site. |
|
Standard Risk Reports Pre-built regulatory, executive, and detailed risk reports. |
Pre-built and customizable standard risk/regulatory reports available. | |
|
Custom Report Builder User-driven creation and scheduling of custom risk reports. |
Custom report building and scheduling by users is supported. | |
|
Automated Report Distribution Automated emailing and secure distribution of reports to end-users. |
Automated distribution (via email/secure links) for reports is described. | |
|
Drill-down Reporting Ability to generate reports from aggregate to transaction level. |
Ability to drill from aggregate to transaction-level reporting is supported. | |
|
Ad-hoc Query Tool On-demand analytics and query capabilities for risk managers. |
Ad-hoc queries and analytics available for risk managers. | |
|
Multi-format Export Exports to Excel, PDF, CSV, XML, etc. |
Export to multiple formats, including Excel, PDF, CSV, etc. | |
|
Schedule-based Reporting Supports automated scheduling of recurring reports. |
Scheduled/recurring report generation is a built-in feature. | |
|
Regulatory Compliance Reports Configurable templates for regulatory submissions (Basel, SEC, etc.). |
Regulatory reporting templates (Basel, SEC, etc.) can be configured. | |
|
Interactive Analytics Online analytics with filters and scenario sliders. |
Online, interactive analytics modules are standard in Axioma Risk. | |
|
Audit Trails for Reports Tracks who accessed, generated, or modified reports. |
Audit trails are kept across risk reports. |
|
Open APIs RESTful or SOAP APIs available for inbound/outbound data and process integration. |
RESTful/API integration and data feeds highlighted in integration docs. | |
|
Trading Platform Connectivity Out-of-the-box links to major trading and order management systems. |
Platform links directly to major trading/order management systems. | |
|
Risk Data Push/Pull Can proactively push or allow pulling of results for external systems (PMS, CRM, custom analytics). |
Push and pull of risk data/results for external systems is supported. | |
|
Batch File Interfaces Process bulk data loads or exports via flat files (CSV, XML, JSON). |
Batch file-based bulk load/export interfaces (CSV/XML/JSON) described as available. | |
|
Third-party Analytics Integration Plugin or interface for advanced analytics tools (e.g., MATLAB, R, Python). |
Third-party analytics integration (Python, R, etc.) available via plugin/APIs. | |
|
Authentication Integration Single-sign-on (SSO) integration with directory services (LDAP, Active Directory). |
SSO/integration with LDAP, AD, and other authentication systems supported. | |
|
Event-driven Hooks Automated workflows and responses triggered by system events or external calls. |
Event-driven automation/webhooks possible for custom integration use cases. | |
|
Custom Adapter Toolkit APIs or SDKs for building connectors to proprietary or legacy systems. |
SDK/API toolkit for building custom connectors to legacy/proprietary systems is mentioned. | |
|
Real-time Messaging Interfaces Supports real-time streaming integration via message buses (e.g., Kafka, RabbitMQ). |
Real-time messaging integrations (e.g., with Kafka or similar) described. | |
|
Data Mapping and Transformation Tools Flexible engine for mapping and transforming inbound/outbound data formats. |
Flexible mapping and transformation for inbound/outbound data feeds in Axioma Risk. |
|
Complete Audit Trails Logs all key events, calculations, and user actions within the system. |
Comprehensive audit trails for events, calculations, and actions. | |
|
Permissions Audit Reports Generate reports detailing user access and permission changes. |
Permission audit logs and user access reviews available for governance. | |
|
Configurable Approval Workflows Custom workflows for approving risk limits or overrides. |
Configurable approval workflows for risk limits and overrides. | |
|
Change Management Logging Full record of changes to risk models, parameters, and hierarchy. |
Change/parameter/model logging and versioning built in for governance. | |
|
Regulatory Compliance Checks Automated validation against regulatory rules or internal guidelines. |
Automated regulatory compliance checks/validation rules supported. | |
|
Risk Limit Monitoring Configurable limits with real-time alerts/breach notifications. |
Customizable/configurable risk limit breach and notification system. | |
|
Historical Snapshots Ability to retrieve full risk and exposure reports from any past date. |
Can generate historical risk exposures for past dates. | |
|
Role Segregation Enforcement Separation of duties and enforced workflow for key governance steps. |
Role segregation and approval enforcement for core risk governance. | |
|
Model Governance & Validation Tools for model validation, governance reporting, and sign-off workflows. |
Risk model governance/validation tools and logs described as standard. | |
|
E-Signature Integration Supports regulatory or audit e-signature approval for key risk or limit changes. |
No information available |
|
Data Encryption At Rest & In Transit Encryption protocols for stored and transmitted risk data. |
Risk data is encrypted at rest and in transit per security documentation. | |
|
Multi-factor Authentication Support for MFA to secure access to sensitive risk data. |
Multi-factor authentication is a supported option for access control. | |
|
Intrusion Detection Integration Links to organization security tools for threat detection. |
No information available | |
|
Marketplace Certification Compliance with security certifications (SOC 2, ISO, etc.). |
Qontigo/Axioma is SOC 2 certified and highlights ISO 27001 alignment. | |
|
Disaster Recovery Procedures Documented and tested disaster recovery process. |
Tested/documented disaster recovery is a contractual/operational assurance for clients. | |
|
Business Continuity Planning Redundant infrastructure to ensure service during outages. |
Business continuity (redundant sites/cloud failover) included. | |
|
Data Anonymization Built-in data masking and anonymization tools where applicable. |
No information available | |
|
Audit Logging of Security Events Detailed logging of all access and security events. |
Security event logging/auditing is industry-standard and described in Axioma materials. | |
|
User Session Timeout Automatic session expiration for inactive users. |
No information available | |
|
Penetration Testing & Vulnerability Assessments Regularly scheduled security assessments. |
Penetration testing and security assessments are referenced (SOC/ISO requirements). |
|
Model Versioning Tracks all versions of risk models, with rollback capability. |
Model versioning (including rollback) is built in as a model management feature. | |
|
Model Documentation Attach supporting documentation for each model in use. |
Supporting documentation/attachments for each model supported. | |
|
Model Validation Workflow Formal workflow for model validation, sign-off, and periodic review. |
Formal workflow for model validation/sign-off described in governance documentation. | |
|
Independent Model Review Support Enables external or independent model validators to access models securely. |
No information available | |
|
Parameter Sensitivity Analysis Tools for analyzing model behavior as parameters change. |
Sensitivity analysis and what-if testing for model parameters is available. | |
|
Model Approval Recording Logs dates and sign-offs for all major model changes. |
Change/sign-off tracking built in for model governance. | |
|
Out-of-sample Testing Support for model validation using out-of-sample data. |
Out-of-sample model validation/testing referenced in validation workflow. | |
|
Model Performance Reporting Automatic reports on model accuracy and predictive power. |
Automatic performance/predictive accuracy reporting on each model is standard. | |
|
Model Decommissioning Tools Formal process and workflows for retiring obsolete models. |
Formal model retirement/decommissioning workflow supported. | |
|
Number of Models under Management The total number of risk models the system can version and track. |
No information available |
This data was generated by an AI system. Please check
with the supplier. More here
While you are talking to them, please let them know that they need to update their entry.