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Professor Stefan Trueck

Stefan Trueck

Presentation Details

  • Topic: Risk Management using Real-Time Financial and Business Conditions Indicators

Information about financial and macroeconomic conditions arrives at different times and frequencies, creating a timing problem for business and policy assessment.

We investigate the joint time-varying dynamics of vital financial and macroeconomic indicators and develop real-time financial and business condition indicators. We further illustrate how these indicators can be used for risk management by investors and policy makers to quantify associated investment and systemic risks.


Stefan Trück is a Professor of Finance and Co-Director of the Centre for Financial Risk at Macquarie University. Previously, he has held positions at Queensland University of Technology and University of Karlsruhe in Germany where he received a PhD in Business Engineering.

Stefan's research interests focus on risk management and financial econometrics including the fields of:

  • credit risk,
  • systemic risk,
  • energy markets,
  • emissions trading and
  • economics of climate change.

See Professor Stefan Trueck's full staff profile