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Axioma Risk from Axioma (part of Qontigo)
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)
Product analysis by function
Market Risk Systems for Risk Management
Software for measuring market exposure through VaR (Value at Risk), stress testing, and scenario analysis across diverse market conditions and asset classes.
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Market Data Integration
(0 Yes /0 Known /10 Possible features)
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Real-Time Data Feeds Supports automated, real-time streaming of prices and quotes from exchanges and OTC sources. |
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Historical Data Support Enables handling of large volumes of historical data for backtesting and scenario construction. |
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Multiple Data Source Integration Allows integration with various market data providers (e.g., Bloomberg, Reuters, ICE, proprietary). |
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Data Cleansing Capabilities Systematically corrects and fills gaps in market data for improved reliability. |
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Reference Data Management Supports mapping and enrichment of assets with reference and master data (e.g., ISIN, CUSIP, sector). |
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Latency The time taken to update the system with new data. |
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Data Storage Capacity The maximum volume of historical market data the system can store and process. |
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Event-based Data Triggers Ability to process data update triggers based on market events (e.g., circuit breakers, corporate actions). |
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Normalization Engine Ensures all data inputs are standardized for downstream analytics. |
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Market Specific Data Parsing Recognizes and appropriately parses data from asset class-specific feeds (FX, rates, equities, commodities). |
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Risk Methodologies
(0 Yes /0 Known /11 Possible features)
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Value at Risk (VaR) Models Supports parametric, historical simulation, and Monte Carlo VaR calculation methods. |
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VaR Horizon Customization User-defined horizons (e.g., 1-day, 10-day) for VaR computation. |
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Confidence Level Setting Customizable VaR confidence intervals (e.g., 95%, 99%). |
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Stress Testing Tools Configurable stress testing for idiosyncratic and systemic events. |
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Scenario Analysis Framework Create and run hypothetical or historical scenarios across portfolios. |
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Backtesting Capabilities Compares predicted risk measures with actual outcomes to validate models. |
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Expected Shortfall (ES) Calculation of Expected Shortfall (CVaR) to supplement VaR. |
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Incremental and Marginal VaR Calculates risk contribution or reduction by portfolio components. |
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Multi-Factor Risk Models Integrates systematic risk factors across asset classes. |
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Model Performance Metrics Built-in analytics to report and monitor risk model accuracy. |
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Number of Models Supported Number of distinct risk modeling methodologies supported. |
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Asset Coverage
(0 Yes /0 Known /10 Possible features)
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Listed Equities Direct support for global equities and related derivatives. |
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Fixed Income Instruments Coverage for government, corporate, municipal bonds and their derivatives. |
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FX Products Handles spot, forward, and options in foreign exchange trading. |
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Commodities Supports commodity spot, forwards, future contracts and options. |
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Structured Products Ability to analyze custom and structured notes, CLNs, etc. |
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Complex Derivatives Covers exotic options, swaps, and other non-vanilla derivatives. |
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Private Assets Integration of private placements, PE, VC positions if relevant. |
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Crypto & Digital Assets Capability to assess risk on digital tokens and crypto derivatives. |
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Asset Class Extensibility Support for user/administrator-driven addition of new instruments. |
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Number of Asset Classes Total number of distinct asset classes covered. |
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Portfolio Aggregation and Hierarchy
(0 Yes /0 Known /9 Possible features)
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Multi-level Aggregation Aggregates risk at trade, account, desk, portfolio, and firm levels. |
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Legal Entity Views Organizes exposures by legal entity/subsidiary. |
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Portfolio Customization Flexible portfolio and sub-portfolio definitions by user. |
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Dynamic Hierarchy Management Allows dynamic creation/modification of portfolio or client hierarchy. |
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Cross-Currency Consolidation Automated FX conversion and reporting currency selection for all holdings. |
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Real-time Exposure Aggregation Instant updating of risk exposures upon data or trade changes. |
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Segregated and Consolidated Views Toggle between consolidated and segregated risk views at any hierarchy level. |
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User-defined Groupings Flexible grouping of accounts or trades for specialized analysis. |
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Maximum Hierarchy Levels Defines the number of portfolio levels supported. |
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Performance & Scalability
(0 Yes /0 Known /10 Possible features)
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Computation Time per VaR Run Average time needed to compute VaR for a given portfolio. |
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Concurrent Users Maximum number of users who can access/run risk calculations simultaneously. |
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Transactional Data Throughput Volume of position/trade updates processed per second. |
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Horizontal Scalability System can scale across multiple servers or cloud instances as load increases. |
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Cloud-native Capabilities Optimized for deployment and scaling in cloud environments. |
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Parallel Computation Support Leverages multi-threading and distributed computing for large-scale calculations. |
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Batch Processing Capabilities Allows overnight or scheduled risk computations for all portfolios. |
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Failover and Redundancy Systems are designed with redundancy for high-availability and disaster recovery. |
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Data Archiving & Retention Automatic archiving of risk results and source data. |
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Resource Utilization Monitoring Tracks CPU/memory/network resource usage during calculations. |
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User Experience & Accessibility
(0 Yes /0 Known /10 Possible features)
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Web-based Interface Accessible via browser with no client installation required. |
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Customizable Dashboards End users can tailor dashboards and layouts to personal preferences. |
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Rich Visualization Tools Interactive charts, heatmaps, and risk distribution graphics. |
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Role-based Access Controls Granular user permissions and access settings for different teams/roles. |
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Multi-language Support System interface available in multiple languages. |
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Accessibility Compliance Adherence to standards (e.g., WCAG) for users with disabilities. |
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Search & Drill-down Functionality Powerful tools to locate, filter, and drill into risk data. |
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Mobile Compatibility Accessible and functional on tablets and smartphones. |
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Notification and Alerting System Automated, configurable alerts for threshold breaches or data anomalies. |
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Help and Training Support Contextual help, tutorials, and knowledge base. |
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Reporting & Analytics
(0 Yes /0 Known /10 Possible features)
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Standard Risk Reports Pre-built regulatory, executive, and detailed risk reports. |
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Custom Report Builder User-driven creation and scheduling of custom risk reports. |
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Automated Report Distribution Automated emailing and secure distribution of reports to end-users. |
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Drill-down Reporting Ability to generate reports from aggregate to transaction level. |
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Ad-hoc Query Tool On-demand analytics and query capabilities for risk managers. |
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Multi-format Export Exports to Excel, PDF, CSV, XML, etc. |
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Schedule-based Reporting Supports automated scheduling of recurring reports. |
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Regulatory Compliance Reports Configurable templates for regulatory submissions (Basel, SEC, etc.). |
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Interactive Analytics Online analytics with filters and scenario sliders. |
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Audit Trails for Reports Tracks who accessed, generated, or modified reports. |
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Integration & APIs
(0 Yes /0 Known /10 Possible features)
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Open APIs RESTful or SOAP APIs available for inbound/outbound data and process integration. |
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Trading Platform Connectivity Out-of-the-box links to major trading and order management systems. |
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Risk Data Push/Pull Can proactively push or allow pulling of results for external systems (PMS, CRM, custom analytics). |
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Batch File Interfaces Process bulk data loads or exports via flat files (CSV, XML, JSON). |
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Third-party Analytics Integration Plugin or interface for advanced analytics tools (e.g., MATLAB, R, Python). |
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Authentication Integration Single-sign-on (SSO) integration with directory services (LDAP, Active Directory). |
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Event-driven Hooks Automated workflows and responses triggered by system events or external calls. |
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Custom Adapter Toolkit APIs or SDKs for building connectors to proprietary or legacy systems. |
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Real-time Messaging Interfaces Supports real-time streaming integration via message buses (e.g., Kafka, RabbitMQ). |
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Data Mapping and Transformation Tools Flexible engine for mapping and transforming inbound/outbound data formats. |
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Governance & Audit
(0 Yes /0 Known /10 Possible features)
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Complete Audit Trails Logs all key events, calculations, and user actions within the system. |
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Permissions Audit Reports Generate reports detailing user access and permission changes. |
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Configurable Approval Workflows Custom workflows for approving risk limits or overrides. |
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Change Management Logging Full record of changes to risk models, parameters, and hierarchy. |
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Regulatory Compliance Checks Automated validation against regulatory rules or internal guidelines. |
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Risk Limit Monitoring Configurable limits with real-time alerts/breach notifications. |
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Historical Snapshots Ability to retrieve full risk and exposure reports from any past date. |
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Role Segregation Enforcement Separation of duties and enforced workflow for key governance steps. |
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Model Governance & Validation Tools for model validation, governance reporting, and sign-off workflows. |
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E-Signature Integration Supports regulatory or audit e-signature approval for key risk or limit changes. |
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Security & Resilience
(0 Yes /0 Known /10 Possible features)
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Data Encryption At Rest & In Transit Encryption protocols for stored and transmitted risk data. |
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Multi-factor Authentication Support for MFA to secure access to sensitive risk data. |
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Intrusion Detection Integration Links to organization security tools for threat detection. |
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Marketplace Certification Compliance with security certifications (SOC 2, ISO, etc.). |
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Disaster Recovery Procedures Documented and tested disaster recovery process. |
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Business Continuity Planning Redundant infrastructure to ensure service during outages. |
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Data Anonymization Built-in data masking and anonymization tools where applicable. |
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Audit Logging of Security Events Detailed logging of all access and security events. |
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User Session Timeout Automatic session expiration for inactive users. |
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Penetration Testing & Vulnerability Assessments Regularly scheduled security assessments. |
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Model Management & Validation
(0 Yes /0 Known /10 Possible features)
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Model Versioning Tracks all versions of risk models, with rollback capability. |
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Model Documentation Attach supporting documentation for each model in use. |
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Model Validation Workflow Formal workflow for model validation, sign-off, and periodic review. |
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Independent Model Review Support Enables external or independent model validators to access models securely. |
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Parameter Sensitivity Analysis Tools for analyzing model behavior as parameters change. |
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Model Approval Recording Logs dates and sign-offs for all major model changes. |
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Out-of-sample Testing Support for model validation using out-of-sample data. |
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Model Performance Reporting Automatic reports on model accuracy and predictive power. |
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Model Decommissioning Tools Formal process and workflows for retiring obsolete models. |
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Number of Models under Management The total number of risk models the system can version and track. |
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