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Event Q&A
Why Models Alone Won't Save Asset Managers
A global risk strategist reveals how quantitative models, AI, and expert judgment converge to manage liquidity risk across public and private markets.
Jul 14, 2025
Ronald Ratcliffe, PhD, Managing Director, Head Strategist – Portfolio Analytics, BlackRock
Tags:
ALM, Treasury and Liquidity Risk
The views and opinions expressed in this content are those of the thought leader as an individual and are not attributed to CeFPro or any other organization
- Liquidity risk is now central to institutional resilience strategies
- Stress testing must anticipate future anomalies, not just reflect past crises
- Models are useful but must be regularly reviewed, revised, and challenged
- Private markets present unique transparency and modeling challenges
- Judgmental overlays are vital when real-world events break model assumptions
- Three lines of defense help reinforce model integrity across functions
- Data tools and AI support but do not replace expert oversight
- Regulators are codifying best practices already adopted by leading firms
- Liquidity planning must address not just systems, but behavioral dynamics
- Future success lies in the fusion of quantitative rigor and human judgment
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