Risk & Policy Analysis Unit Presentations

2007 | 2006 | 2005 | 2004 | 2003

2007

February 2007

Verifying and Validating an Operational Risk Frameworkpdf
Presented by Victoria Garrity at Oprisk & Compliance Training in New York

 

2006

December 2006

Scenario Analysis and Economics: What We Can Learn from the Bayesians and the Behavioralists?
Presented by Ethan Cohen-Cole at Risk Minds 2006 in Geneva, Switzerland

November 2006

Operational Loss Data Collection & Analysis pdf
Presented by Victoria Garrity at the Operational Risk Management Forum in Boston

August 2006

Operational Risk
Presented by Kabir Dutta at the annual meeting of the American Risk and Insurance Association, held in Washington, D.C.

April 2006

Overview of the Current Range of AMA Practice in the U.S. pdf
Presented by Victoria Garrity at the Operational Risk Management for Financial Institutions conference hosted by Infonex, held in Toronto, Canada

March 2006 Loss Data Collection, Interpretation and Validation pdf
Presented by Victoria Garrity at The Risk Management Association’s Operational Risk Management Round Table, held in New York
July 18-19, 2006

Scenario Analysis and the AMA pdf
Presented by Eric Rosengren, Executive Vice President, at the Scenario Analysis for OpRisk Workshop, held in Tokyo, Japan

July 5-7, 2006 Understanding High Severity Losses pdf
Presented by Eric Rosengren, Executive Vice President, at Risk Capital 2006, held in Paris, France

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2005

December 2005

The Application of Extreme Value Theory to Operational Loss Data pdf
Presented by Jason Perry at Eurandom's conference “The Economics & Finance of Extremes,” held in Eindhoven, The Netherlands

September 2005

Regulatory Update: Findings and Recent Developments for AMA pdf
Presented by Patrick de Fontnouvelle at training seminar organized by Risk magazine, held in New York

June 2005 An Update on Basel II pdf
Presented by Kimberly DeTrask with Preston Thompson at analyst seminar hosted by Legg Mason, held in New York
June 2005

What Do The Findings Of QIS4 & LDCE Tell Us About The Differing Level Of Operational Risk Capital Held In Financial Institutions?
Presented by Patrick de Fontnouvelle at the “Risk Capital 2005” conference, held in Nice, France

June 2005

Results of QIS-4 and LDCE
Presented by Patrick de Fontnouvelle with Mark O’Dell (Office of the Comptroller of the Currency) at a workshop hosted by the Risk Management Association, held in New York

May 2005 Results of the Operational Risk Loss Data Collection Exercise (LDCE) and Quantitative Impact Study (QIS) pdf
Presented by Patrick de Fontnouvelle with Mark O’Dell (Office of the Comptroller of the Currency) at FRB Boston's conference “Implementing an AMA for Operational Risk,” held in Boston, Massachusetts
  Enterprise Risk Management
Presented by Kabir Dutta. Financial Engineering Department Seminar, held at Princeton University, New Jersey
July 18-19, 2005 Overview of Regulatory Findings and Recent Developments in
Capital Measurement Frameworks
pdf
Presented by Kimberly DeTrask, at the Risk training course "Practical Techniques to Implement a Bank-wide Economic Capital Calculation Process," held in New York
January 14, 2005 Observations from the 2004 Loss Data Collection Exercise pdf
Presented by Eric Rosengren, Senior Vice President, at the RMA Global Operational Risk Forum, held in New York

 

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2004

November 30 - December 1, 2004

Credit Risk Data Issues for Capital Allocation pdf
Presented by Kimberly DeTrask, at Capital Allocation USA, held in New York

November 29 - December 1, 2004

BASEL II Update and Discussion pdf
Presented by Kabir Dutta and Kimberly DeTrask, at the Global Custody/Processing Bank CPC Conference, at the Federal Reserve Bank of Boston

November 8-9, 2004

Tools for Measuring OpRisk: Lessons Learned from U.S. Regulatory Exercises pdf
Presented by Patrick de Fontnouvelle, Assistant Vice President, at the Operational Risk Management Forum in McLean, Virginia

November 2004

Preparations for Basel II pdf
Presented by Eric Rosengren, Senior Vice President, at the Incisive Media Operational Risk Conference

October 22-23, 2004

Implications of Alternative Operational Risk Modeling Techniques pdf
Presented by Patrick de Fontnouvelle, Assistant Vice President, at the National Bureau of Economic Research Conference on the Risks of Financial Institutions in Woodstock, Vermont

October 19 & 20, 2004

Supervisory Perspective on Corporate Credit Rating Systems and Quantification pdf
Presented by Kimberly DeTrask, at Risk Magazine's Sixth Annual Credit Risk Summit, held in New York

March 31, 2004

Addressing Home/Host Issues for Operational Risk pdf
Presented by Eric Rosengren, Senior Vice President, at the OpRisk USA Conference in New York, New York

March 10, 2004 Operational Risk: A Discussion of Quantification Techniques pdf
Presented by John Jordan, Assistant Vice President, as part of the 2004 offering of specialized courses in Banking Supervision, Risk Management, and Internal Audit in New York, New York

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2003

October 22-23, 2003

Quantifying Operational Risk: A Supervisor's Perspective pdf
Presented by John Jordan, Assistant Vice President, at the Operational Risk in Banks and Financial Institutions Conference in London, England

June 9, 2003

Integrating External Data Into Operational Risk Management pdf
Presented by Eric Rosengren, Senior Vice President, at the 2003 Professional Risk Managers’ International Association (PRMIA) Summit in Boston, Massachusetts

May 8, 2003

Basel II OpRisk Capital Proposal: Recent Developments pdf
Presented by John Jordan, Assistant Vice President, at the Institute of Internal Auditors’ Financial Services Conference in Philadelphia, Pennsylvania

May 1, 2003

Assessing, Managing and Supervising Financial Risk pdf
Presented by Eric Rosengren, Senior Vice President, at the World Bank Seminar in Washington D.C.

March 25-26, 2003

Implementation of an OpRisk Framework: A Supervisory Perspective pdf
Presented by John Jordan, Assistant Vice President, at the Risk Waters Conference in New York, New York

 

 

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