Categories: Risk Management
- Using modern financial tools, such as contingent claims analysis (CCA), to better understand how macrofinancial risks transfer through markets to affect various asset classes, currencies, and investment strategies.
- Applying CCA as a framework for valuing and determining the risk structure of sovereign securities, including on- and off-balance-sheet exposures such as guarantees and feedback loops.
- Creating an integrated macro modeling of macrofinancial risk and monetary and fiscal policies for central banks and for investors to analyze the impact of alternative government and central bank policies.
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