A-Team Insight Briefs

Axioma Enhances Canada Equity Risk Model

Share article

Axioma, a provider of enterprise risk management, portfolio management and regulatory reporting solutions, has added a new Canada equity risk model (AXCA4) to its next-generation Equity Factor Risk Model suite. The release builds on existing risk models, offering enhanced country-specific content to meet the risk-management needs of investors. The estimation universe for the Canada model contains over 440 stocks and ETFs, with coverage history from 1995. The enhanced data includes deep daily history and, for the first time, macro factors for residual gold and oil sensitivity.

Related content

WEBINAR

Recorded Webinar: FRTB: Laying the groundwork for compliance

The January 2022 compliance deadline for sell-side firms within the scope of Fundamental Review of the Trading Book (FRTB) regulation may seem far into the future, but the complex demands of the regulation and the need to source regulatory data that has never previously been required mean firms should already be identifying tools, solutions and...

BLOG

SmartStream RDU Releases SFTR Security Reference Data Service

The SmartStream Reference Data Utility (RDU) has extended its offering with a cloud-based security reference data service designed to simplify and enable firms to meet the EU’s Securities Financing Transactions Regulation (SFTR) requirements. SFTR requires banks and investment firms to start reporting securities financing transactions (SFTs) to a registered trade repository beginning April 14, 2020....

EVENT

Breakfast Briefing: Meeting the Data Requirements of FRTB London

The Fundamental Review of the Trading Book (FRTB) Breakfast Briefing, will examine how the capital markets industry is approaching FRTB data management and will look at the implications for the ways that firms source, manage and store data for FRTB compliance.

GUIDE

RegTech Suppliers Guide 2019

Welcome to our brand new RegTech Suppliers Guide. This unique guide provides detailed data profiles on close to 100 suppliers in the RegTech world, offering you an unrivalled selection of solutions for your most pressing financial regulatory challenges. The aim of the A-Team’s RegTech Suppliers Guide is to steer you through this complex marketplace, offering...