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SimCorp Updates Axioma Model to Tackle Increased Market Gyrations

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SimCorp has sought to better prepare clients for increased market volatility with an update to its Axioma Worldwide Equity Factor Risk Model, which is designed to help managers identify risks in their portfolios.

Among its improvements is the introduction of a Non-Linear Residual Factor, which uses machine learning to identify hidden factor correlations that can’t be detected by standard, linear models.

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