Axioma Global Fixed Income Factor Risk Model

SimCorp is a provider of industry-leading integrated investment management solutions for the global buy-side. SimCorp’s Axioma analytics suite provides investment management solutions to a global client base, including asset managers, asset  owners, hedge funds and wealth managers. Its award-winning services are comprised of a comprehensive suite of factor risk models, multi-asset enterprise risk management, portfolio construction, and regulatory reporting solutions.

SimCorp is a subsidiary of Deutsche Börse Group.

The **Axioma Global Fixed Income Model (AXGFIM)** is a straightforward implementation with comprehensive risk capabilities across various debt instruments. The model includes a fixed covariance matrix and security-level exposures, enabling effective risk management and portfolio construction.

Tables included:

- security_attribute
- security_exposure
- security_specific_covariance
- factor_return
- factor_covariance_matrix.

To get access AXGFIM, please complete the request form and our Account Team will contact you within 48 hours.<br/>

原始信息汇总

Axioma Global Fixed Income Factor Risk Model (AXGFIM)

概述

• 提供方：Axioma by SimCorp（Deutsche Börse Group子公司）
• 模型类型：全球固定收益因子风险模型
• 主要功能：提供固定协方差矩阵和证券级别敞口，支持有效的风险管理和投资组合构建

包含表

• security_attribute
• security_exposure
• security_specific_covariance
• factor_return
• factor_covariance_matrix

业务需求

风险分析

• 通过参数化和历史压力测试评估投资组合对宏观经济事件的响应
• 评估和报告预测跟踪误差
• 基于因子的归因分析，深入了解投资组合风险和回报的驱动因素
• 系统分析信用策略，支持一致和明智的投资决策

投资组合构建

• 控制对关键固定收益因子的敞口
• 构建更高效的投资组合，将风险分配到预期表现优异的因子

使用示例

sql select family_model_name, model_name, universe_name, risk_factor_1, cov_data from fi_risk_models.factor_covariance_matrix where business_date = 2025-06-01 and model_name = AXGFIM

类别

• Analytics Tools
• Financial
• Risk Analysis

联系信息

• 销售：[e-mail]
• 支持：https://www.simcorp.com/en/contact

数据更新频率

• 每日更新

云区域可用性

AWS

• Africa (Cape Town)
• Asia Pacific (Jakarta)
• Asia Pacific (Mumbai)
• Asia Pacific (Osaka)
• 其他45个区域

法律条款

• Standard

搜集汇总

背景与挑战

背景概述

该数据集是SimCorp提供的Axioma全球固定收益因子风险模型(AXGFIM)，包含债券工具的风险评估矩阵和证券级暴露数据，涵盖5类核心风险分析表。访问需通过申请表申请，48小时内会有专人联系。