Practical analysis for investment professionals
19 October 2012

Robert C. Merton: On a New Approach for Analyzing and Managing Macrofinancial Risks (Video)

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Capping off the Fifth Annual European Investment Conference, Nobel laureate Robert C. Merton discusses:

  • 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.

Broadcast live from the Fifth Annual European Investment Conference on 19 October 2012, 12:00–13:00 CET. Watch more presentations from the conference.

Please note that the content of this site should not be construed as investment advice, nor do the opinions expressed necessarily reflect the views of CFA Institute.

About the Author(s)
Jennifer Curry

Jennifer Curry formerly served as managing editor of the Enterprising Investor. Previously, she was the social media manager at the New York Society of Security Analysts (NYSSA). Prior to her work at NYSSA, Curry worked as the senior project editor for a nonfiction imprint at Barnes & Noble Publishing and as an assistant editor at the H.W. Wilson Company. She is the editor of several volumes in the Reference Shelf series, and her writing has appeared in Smithsonian, IndustryWeek, Barnes & Noble Review, and other publications. Curry holds a BS in journalism and a BA in anthropology from the University of Kansas, and an MA in anthropology from Hunter College, City University of New York.

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