SimCorp launches updated risk model
01 May 2025 US
Image: Phushutter/stock.adobe.com
SimCorp has launched an upgrade to its Axioma Worldwide Equity Factor Risk Model.
The new model is designed to help risk managers construct portfolios that are able to better withstand market volatility. This has been achieved through an improved volatility calculation methodology, SimCorp says.
The model is also said to assist investors uncover hidden market risks.
Melissa Brown, head of Investment Decision Research at SimCorp, says: “While conventional factor risk models may miss critical exposures affecting portfolio performance, the Axioma Worldwide Equity Factor Risk Model is designed to help portfolio managers construct better and more resilient portfolios.”
The new model is designed to help risk managers construct portfolios that are able to better withstand market volatility. This has been achieved through an improved volatility calculation methodology, SimCorp says.
The model is also said to assist investors uncover hidden market risks.
Melissa Brown, head of Investment Decision Research at SimCorp, says: “While conventional factor risk models may miss critical exposures affecting portfolio performance, the Axioma Worldwide Equity Factor Risk Model is designed to help portfolio managers construct better and more resilient portfolios.”
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