| 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.
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