Event: Macrofinancial Risk Forum
Date: November 3
Time: 5:30 pm Registration begins, 6 pm Program begins
180 Maiden Lane
A forum discussion of financial engineering frameworks for sovereign credit risk structure and risk in economies.
Panelists will include:
Dale Gray, Moodys and MfRisk
George Handjinicolaou, Etolian Capital
Erwin Martens, TIAA-CREF
Cheryl Rathbun, Citigroup
Sponsored by Moodys and MfRisk.
This panel discussion will focus on applications of modern financial engineering tools to analyze sovereign credit risk and risk in both developed and emerging market economies. The program will begin with a brief introduction based on Dale Gray's recent paper, co-authored with Robert Merton, on a new framework for analyzing macrofinancial risk, and results from Moodys-MfRisk models.
Discussion topics will include:
A cocktail reception will follow the event.
This is a free event.