Bloomberg expands MAC3 Risk Models
02 April 2026 US
Image: Jame/stock.adobe.com
Bloomberg has updated its asset class coverage provided within its suite of advanced Multi-Asset Risk Models (MAC3), supporting global asset owners, asset managers, and hedge funds with comprehensive, advanced modeling tools for accurate risk forecasting.
Bloomberg’s MAC3 models, which covers global equities, fixed income, commodities, and derivatives, has expanded to include the alternative asset space.
This new set of individual MAC3 risk models for private markets includes coverage for private equity, private credit, real estate and infrastructure fund strategies, hedge funds, and liquid alternatives.
Bloomberg MAC3 is a multi-asset class risk factor model that incorporates advanced quantitative research techniques along with Bloomberg's market security data to provide institutional investors with a unified view of risk across their entire portfolio.
Jose Menchero, head of Portfolio Analytics Research at Bloomberg, remarks: “Extending our global MAC3 models into private assets, hedge funds, and liquid alternatives marks a significant step toward truly comprehensive, total portfolio risk coverage.
“Institutional investors are increasingly allocating across both public and private markets, yet risk is often measured in silos.
“With these new models, MAC3 delivers a consistent, cross-asset factor framework that enables Bloomberg clients to understand and manage risk seamlessly across their entire portfolio in an increasingly complex investment landscape.”
Bloomberg’s MAC3 models, which covers global equities, fixed income, commodities, and derivatives, has expanded to include the alternative asset space.
This new set of individual MAC3 risk models for private markets includes coverage for private equity, private credit, real estate and infrastructure fund strategies, hedge funds, and liquid alternatives.
Bloomberg MAC3 is a multi-asset class risk factor model that incorporates advanced quantitative research techniques along with Bloomberg's market security data to provide institutional investors with a unified view of risk across their entire portfolio.
Jose Menchero, head of Portfolio Analytics Research at Bloomberg, remarks: “Extending our global MAC3 models into private assets, hedge funds, and liquid alternatives marks a significant step toward truly comprehensive, total portfolio risk coverage.
“Institutional investors are increasingly allocating across both public and private markets, yet risk is often measured in silos.
“With these new models, MAC3 delivers a consistent, cross-asset factor framework that enables Bloomberg clients to understand and manage risk seamlessly across their entire portfolio in an increasingly complex investment landscape.”
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