They will be auditable as far as from where they are getting data. Neuron networks might be bit magic, but if you put firewall between them and database which holds customer information, it won't base its decisions on unavailable data. On the other hand, it is hard to audit one guy talking about few upcoming transactions with other guy over a lunch.
Having 100% audit over inputs is a lot more than we have currently with traders. With traders, you probably control only 80-90% of inputs they are getting, 0% of what is going on in their heads and 100% of their output. With AI, you can get to audit 100% of input, >0% of what is going inside (not every part of AI will be black-box) and 100% of outputs.