Bloomberg deploys math, not AI, to blend risk management and portfolio construction

The Mac3 GRM risk solution is live for equities users, uses no AI or machine learning, and will be rolled out to more asset classes next.

Investment management, the domain of portfolio managers and chief investment officers; and risk management, handled by risk analysts and chief risk officers, are closer to becoming a single, blended function rather than discrete operations, says Antonios Lazanas, head of portfolio and index research at data giant Bloomberg.

There are several reasons for this. One is the Covid-19 pandemic and the hidden correlations it revealed between seemingly separate economic sectors; another is the rising

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