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  • 23 Sep 2008
  • Working Paper Summaries

New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability

Keywords: by Dale F. Gray, Robert C. Merton & Zvi Bodie
  • 13 Nov 2006
  • Working Paper Summaries

A New Framework for Analyzing and Managing Macrofinancial Risks of An Economy

Keywords: by Dale F. Gray, Robert C. Merton & Zvi Bodie
  • Web

Bibliography - Option Pricing in Theory & Practice: The Nobel Prize Research of Robert C. Merton - Exhibits - Historical Collections

1998. Bodie, Zvi, and Robert C. Merton . "The Informational Role of Asset Prices: The Case of Implied Volatility." In The Global Financial System: A Functional Perspective ,... View Details
  • Web

The Spread and Adoption of Option Pricing Models - Option Pricing in Theory & Practice: The Nobel Prize Research of Robert C. Merton - Exhibits - Historical Collections

Economic Sciences Chicago Board of Options Exchange Exhibit Home The Spread and Adoption of Option Pricing Models Robert C. Merton in the classroom, ca. 1972. Bradford View Details
  • 01 Feb 2001
  • News

Porter Appointed to University Professorship

organizations, and numerous nations abroad as well as U.S. inner cities. "As the fourth University Professor in the 93-year history of HBS — a group that includes Nobel laureate Robert C. Merton, the late... View Details
Keywords: Doug Gavel; University Professorship; C. Roland Christensen; Sumner H. Slichter
  • 29 Sep 2009
  • First Look

First Look: September 29

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1471435 Systemic Risk and the Refinancing Ratchet Effect Authors:Amir E. Khandani, Andrew W. Lo, and Robert C. Merton... View Details
Keywords: Martha Lagace
  • 30 Oct 2006
  • First Look

First Look: October 31, 2006

capital are also important for the effect of FDI on economic growth. Download working paper: http://papers.nber.org/papers/W12522 A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy Authors:Dale F. View Details
Keywords: Sean Silverthorne
  • 01 Aug 2006
  • First Look

First Look: August 1, 2006

Purchase this case: http://harvardbusinessonline.hbsp.harvard.edu/b01/en/common/item_detail.jhtml?id=606099   PublicationsThe Derivatives Sourcebook: Foundations and Trends in Finance Author:Terence Lim, Andrew W. Lo, Robert View Details
Keywords: Sean Silverthorne
  • Web

Business Economics - Doctoral

B. Antill Brian K. Baik Malcolm P. Baker John Beshears Alberto F. Cavallo Alex Chan Katherine B. Coffman Lauren H. Cohen Shawn A. Cole Leemore S. Dafny Mihir A. Desai Mark L. Egan Benjamin C. Esty View Details
  • 31 Mar 2009
  • First Look

First Look: March 31, 2009

F. Sharpe, Robert C. Merton, and Myron S. Scholes Author:Robert C. Merton Publication:Vol. 2, edited View Details
Keywords: Martha Lagace
  • Web

Finance - Faculty & Research

Esty Robert C. Merton Andre F. Perold W. Carl Kester George Serafeim Stuart C. Gilson See All HBS Working Knowlege... View Details
  • 2007
  • Working Paper

New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability

By: Dale F. Gray, Robert C. Merton and Zvi Bodie
This paper proposes a new approach to improve the way central banks can analyze and manage the financial risks of a national economy. It is based on the modern theory and practice of contingent claims analysis (CCA), which is successfully used today at the level of... View Details
Keywords: Financial Crisis; Macroeconomics; Central Banking; Risk Management
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  • 2010
  • Chapter

Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework

By: Dale F. Gray, Robert C. Merton and Zvi Bodie
This paper proposes a new approach to improve the way central banks can analyze and manage the financial risks of a national economy. It is based on the modern theory and practice of contingent claims analysis (CCA), which is successfully used today at the level of... View Details
Keywords: Financial Statements; Economy; Financial Condition; Central Banking; Management Analysis, Tools, and Techniques; Management Practices and Processes; Risk Management; Measurement and Metrics; System Shocks
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  • 2008
  • Working Paper

New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability

By: Dale F. Gray, Robert C. Merton and Zvi Bodie
This paper proposes a new approach to improve the way central banks can analyze and manage the financial risks of a national economy. It is based on the modern theory and practice of contingent claims analysis (CCA), which is successfully used today at the level of... View Details
Keywords: Financial Crisis; Macroeconomics; Central Banking; Risk Management
Related
  • Web

Finance Awards & Honors - Faculty & Research

Scott Duke Kominers. Benjamin C. Esty : Recognized as one of the top 20 bestselling case authors for the past seven academic years (was #19 in 2021–2022) by The Case Centre out of more than 8,000 authors.... View Details
  • Fourth Quarter 2007
  • Article

Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk

By: Dale . F. Gray, Robert C. Merton and Zvi Bodie
This paper proposes a new approach to measure, analyze, and manage sovereign risk based on the theory and practice of modern contingent claims analysis (CCA). The paper provides a new framework for adapting the CCA model to the sovereign balance sheet in a way that can... View Details
Keywords: Credit; Investment; Sovereign Finance; Risk Management; Emerging Markets; Market Transactions; Mathematical Methods; Valuation
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  • 18 Dec 2007
  • First Look

First Look: December 18, 2007

a social loss function. Purchase the paper from SSRN.com ($5): http://papers.nber.org/papers/w13622 New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability Authors:Dale F. Gray,... View Details
Keywords: Martha Lagace
  • Web

Partners - Case Method Project

of 65 Natalie Johnson Khan Lab School Mountain View, CA CA 33 of 65 Doug Jones Cambridge School San Diego, CA Subjects: US History CA 34 of 65 Beth Karzes John Muir Charter School Sacramento, CA CA 35 of 65 Robert Kelly Minarets High... View Details
  • Web

Teacher Profiles - Case Method Project

AP Government and Politics, AP U.S. History ID Chad Bloxham Meridian High School Boise, ID Subjects: American Government, Idaho History MA Tom Bodo Springfield Honors Academy Springfield, MA MA Robert Boerjes City on a Hill Charter School... View Details
  • 2006
  • Working Paper

A New Framework for Analyzing and Managing Macrofinancial Risks of An Economy

By: Dale F. Gray, Robert C. Merton and Zvi Bodie
Related