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The free multiplicative Brownian motion$$b_{t}$$$b_t$is the large-Nlimit of the Brownian motion on$$\mathsf {GL}(N;\mathbb {C}),$$$\mathrm{GL}(N;C),$in the sense of$$*$$$\ast$-distributions. The natural candidate for the large-Nlimit of the empirical distribution of eigenvalues is thus the Brown measure of$$b_{t}$$$b_t$. In previous work, the second and third authors showed that this Brown measure is supported in the closure of a region$$\Sigma _{t}$$${\Sigma }_t$that appeared in the work of Biane. In the present paper, we compute the Brown measure completely. It has a continuous density$$W_{t}$$$W_t$on$$\overline{\Sigma }_{t},$$${\overline{\Sigma }}_t,$which is strictly positive and real analytic on$$\Sigma _{t}$$${\Sigma }_t$. This density has a simple form in polar coordinates:$$\begin{aligned} W_{t}(r,\theta )=\frac{1}{r^{2}}w_{t}(\theta ), \end{aligned}$$$\begin{array}{c}{W}_t(r,\theta )=\frac{1}{r^2}{w}_t\left(\theta \right),\end{array}$where$$w_{t}$$$w_t$is an analytic function determined by the geometry of the region$$\Sigma _{t}$$${\Sigma }_t$. We show also that the spectral measure of free unitary Brownian motion$$u_{t}$$$u_t$is a “shadow” of the Brown measure of$$b_{t}$$$b_t$, precisely mirroring the relationship between the circular and semicircular laws. We develop several new methods, based on stochastic differential equations and PDE, to prove these results.