Capital Allocation for Operational Risk

Home :: Banking Information :: Banking Conferences and Events

Capital Allocation for Operational Risk

November 14-16, 2001

Presentations from the Capital Allocation for Operational Risk ("OpRisk") Conference can be downloaded as portable document format (PDF) files. Adobe's free Acrobat Reader software is required to view PDFs.

Presentations are listed chronologically.

Welcome Remarks
Cathy E. Minehan, Federal Reserve Bank of Boston
Basel Committee Proposals for Operational Risk
Roger Cole, Federal Reserve Board
Operational Risk Management: A Practical Approach and its Regulatory Implications
Tony Peccia, Canadian Imperial Bank of Commerce
Capital Allocation for Operational Risk: Understanding the Challenge
Joseph A. Sabatini, J.P. Morgan Chase & Co.
Internal Measurement Approach- Foundation Model
Kenji Nishiguchi and Hiroshi Kawai, Sumitomo Mitsui Banking Corporation
Internal Measurement Approach
(additional handout)
Capital Allocation for Operational Risk: Implementation Challenges for Bank Supervisors
Eric S. Rosengren, Federal Reserve Bank of Boston
Capital Allocation for Operational Risk - Securities Firms
Craig Broderick, Goldman Sachs & Co.
Merrill Lynch & Co. Process Risk Management Process Risk Management Program
Clinton Lively, Merrill Lynch & Co.
Capital Allocation for Operational Risks
Tobias Guldimann, Credit Suisse Group
Insurance of Operational Risk and the New Basel Capital Accord
Wendy Dowd and Jeffrey S. Grange, Chubb & Son
Insurance of Operational Risk under the New Basel Accord
(working paper supplement)
Insurance of Operational Risk under the New Basel Capital Accord
Takayuki Sumi, Tokio Marine and Fire Insurance
Operational Risk and the New Basel Capital Accord
Bob MacKay and Tom Vietor, Marsh & McLennan Companies
Bank Capital and Risk Management: Operational Risks in Context
Kenneth A. Froot, Harvard University
Operational Risk: EVT Models
Jack L. King, Genoa (UK) Limited
Operational Risk Quantification and Insurance
Bahram Mirzai, Swiss Re
Loss Distribution Approach
Gerhard Courage, Allianz
Legal Risk: The Operational Risk Problem in Microcosm
Hal Scott, Harvard Law School
Using Capital Market Securities as Operational Risk Mitigants
David Wildermuth, Goldman Sachs & Co.