Firms race to apply machine learning to liquidity risk models

As key regulatory deadline looms, US mutual funds are waiting to see if machine learning can enhance liquidity risk models

With little more than a year to go until the US Securities and Exchange Commission’s liquidity risk management rules come into effect, mutual funds are facing a dilemma.

Many managers plan to use third-party vendor systems to help them comply with parts of the rules, which require the establishment of a formal liquidity risk management programme by December 1, 2018. Most of these tools have been in development for several years and are technically compliant with the regulators’ requirements. 

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