Bridge over ocean
19 October 2012 Multimedia

On a New Approach for Analyzing and Managing Macrofinancial Risks

  1. Robert C. Merton

Robert C. Merton, the 1997 Nobel Laureate in Economic Sciences, speaks about new approaches for managing and analyzing macrofinancial risks. Merton explains how using modern financial tools, such as Contingent Claims Analysis (CCA), can help to better understand how macrofinancial risks transfer through markets to affect various asset classes, currencies, and investment strategies. Additionally, he discusses how creating integrated macro modeling of macrofinancial risk and monetary and fiscal policies for central banks will help investors to analyze the impact of alternative government and central bank policies.

This is an archived recording of a live broadcast that took place on 19 October 2012.

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