Hat tip to ZeroHedge.com for finding this. Roubini did a 51 minute speech at the Perimeter Institute for Theoretical Physics on May 1, 2009. The speech was titled "Interpreting the failure to predict financial crises and recession". You can find the full video here.
At this institute they also talk about black holes, quantum physics, adiabatic and iso-curvature perturbations, cluster cosmology and fermion superconductors so this place is no joke.