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
- 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.