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Agenda

NEW CHALLENGES FOR OPERATIONAL RISK MEASUREMENT AND MANAGEMENT
Sponsored by the Federal Reserve Board of Governors and the Federal Reserve Bank of Boston
May 14 – 15, 2008

The conference will take place at the Federal Reserve Bank of Boston.

Tuesday, May 13

5:00 – 6:00 REGISTRATION
5:00 – 7:00 COCKTAIL RECEPTION – ROOFTOP TERRACE
   

Wednesday, May 14

7:30 – 8:30 REGISTRATION AND CONTINENTAL BREAKFAST
8:30 – 8:40 WELCOME
   
  James Nolan, Senior Vice President, Supervision Regulation & Credit Department, Federal Reserve Bank of Boston
   
8:40 – 10:00 OPENING REMARKS: RISK MANAGEMENT LESSONS FROM RECENT FINANCIAL TURMOIL
   

 

Eric Rosengren, President & CEO, Federal Reserve Bank of Boston
   
  KEYNOTE ADDRESS: RISK MANAGEMENT AND BASEL II
   
 

Randall Kroszner, Member of the Board of Governors, Federal Reserve System

   
10:00 – 10:30 BREAK
10:30 – 12:30 BUILDING AN AMA FRAMEWORK THAT SATISFIES REGULATORY REQUIREMENTS AND MEETS BUSINESS NEEDS
   
  Jay Newberry, Managing Director and Head of Operational Risk, Citigroup
Joseph Sabatini, Managing Director and Global Head of Operational Risk, JPMorgan Chase
Yousef Valine, Head of Institutional Risk Management and COO, Risk Management, Wachovia Corporation
John Walter, Senior Vice President, Risk & Capital Analysis, Bank of America
   
12:30 – 2:00 LUNCH
2:00 – 3:30 CHALLENGES AND EXPERIENCES IN AMA IMPLEMENTATION
   
 

Mike Constantinou, Head of Operational Risk Framework and Measurement, Barclays Group
Michael Kalkbrener, Vice President, Risk Analytics & Instruments, Deutsche Bank
Marc Leipoldt, Senior Risk Reviewer, ABN AMRO Bank

   
3:30 – 4:00  BREAK
4:00 – 5:00 THE 2008 LOSS DATA COLLECTION EXERCISE
   
 

Harvey Crapp, General Manager, Credit & Operational Risk Services, Australian Prudential Regulation Authority
Mark O’Dell, Deputy Comptroller for Operational Risk, Office of the Comptroller of the Currency

   
5:00 – 7:00 COCKTAIL RECEPTION -- HARBORVIEW DINING ROOM
   
Thursday, May 15
7:45 – 8:30 CONTINENTAL BREAKFAST
8:30 – 8:35 WELCOME
   
  Adrienne Haden, Assistant Director – Banking Supervision and Regulation,  Federal Reserve Board of Governors
   
8:35 – 9:20 KEYNOTE ADDRESS: NEW CHALLENGES FOR OPERATIONAL RISK MEASUREMENT AND MANAGEMENT - A REGULATOR'S PERSPECTIVE
   
  Roger Cole, Director of Banking Supervision and Regulation, Federal Reserve Board of Governors
   
9:20 – 10:20 RESULTS FROM THE 2007 US RANGE OF PRACTICE EXERCISE
   
  Patrick de Fontnouvelle, Vice President, Federal Reserve Bank of Boston
  Steven Strasser, Senior Advisor Operational Risk, Office of the Comptroller of the Currency
   
10:20 – 10:45 BREAK
10:45 – 12:15 INTEGRATING OPERATIONAL RISK MEASUREMENT AND MANAGEMENT
   
  Don Rosenthal, Senior Vice President, Enterprise Risk Management, State Street
Bruce Stevenson, Senior Vice President – Economic Capital & ICAAP, HSBC USA
Kevin Storm, Senior Vice President, Economic Capital & Market Risk, U.S. Bank
   
12:15 – 1:45 LUNCH
1:45 – 3:00  REGULATORY CHALLENGES FOR IMPLEMENTATION AND QUALIFICATION – GLOBAL PERSPECTIVES
   
 

Harvey Crapp, General Manager, Credit & Operational Risk Services, Australian Prudential Regulation Authority
Tsuyoshi Oyama, Deputy Director General, Financial Systems and Bank Examination, Bank of Japan
Andrew Sheen, Manager, Operational Risk Policy Team, UK Financial Services Authority
Martin Sprenger, Head of Market & Operational Risk, Swiss Federal Banking Commission

   
3:00 – 4:15 REGULATORY CHALLENGES FOR IMPLEMENTATION AND QUALIFICATION – U.S. PERSPECTIVES
   
  Kevin Bailey, Deputy Comptroller for Regulatory Policy, Office of the Comptroller of the Currency
Roger Cole, Director of Banking Supervision and Regulation, Federal Reserve Board of Governors
Eric Hirschhorn, Senior Financial Economist, Supervision Policy Office of Thrift Supervision
Mark Schmidt, Regional Director, Atlanta Region, Federal Deposit Insurance Corporation
   
4:15   CONFERENCE ADJOURNS

 

 

 

 

 

 
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