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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@waterstechnology.com or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact info@waterstechnology.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Waterstechnology? View our subscription options

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here