2007 | 2006 | 2005 | 2004 | 2003
| February 2007 | Verifying and Validating an Operational Risk Framework |
| December 2006 | Scenario Analysis and Economics: What We Can Learn from the Bayesians and the Behavioralists? |
| November 2006 | Operational Loss Data Collection & Analysis |
| August 2006 | Operational Risk |
| April 2006 | Overview of the Current Range of AMA Practice in the U.S. |
| March 2006 | Loss Data Collection, Interpretation and Validation 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 |
| July 5-7, 2006 | Understanding High Severity Losses Presented by Eric Rosengren, Executive Vice President, at Risk Capital 2006, held in Paris, France |
| December 2005 | The Application of Extreme Value Theory to Operational Loss Data |
| September 2005 | Regulatory Update: Findings and Recent Developments for AMA |
| June 2005 | An Update on Basel II 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? |
| June 2005 | Results of QIS-4 and LDCE |
| May 2005 | Results of the Operational Risk Loss Data Collection Exercise (LDCE) and Quantitative Impact Study (QIS) 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 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 Presented by Eric Rosengren, Senior Vice President, at the RMA Global Operational Risk Forum, held in New York |
| November 30 - December 1, 2004 | Credit
Risk Data Issues for Capital Allocation |
| November 29 - December 1, 2004 | BASEL II Update and
Discussion |
| November 8-9, 2004 | Tools for Measuring
OpRisk: Lessons Learned from U.S. Regulatory Exercises |
| November 2004 | Preparations for Basel
II |
| October 22-23, 2004 | Implications of Alternative
Operational Risk Modeling Techniques |
| October 19 & 20, 2004 | Supervisory Perspective
on Corporate Credit Rating Systems and Quantification |
| March 31, 2004 | Addressing Home/Host
Issues for Operational Risk |
| March 10, 2004 | Operational Risk: A
Discussion of Quantification Techniques 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 |
| October 22-23, 2003 | Quantifying Operational
Risk: A Supervisor's Perspective |
| June 9, 2003 | Integrating External
Data Into Operational Risk Management |
| May 8, 2003 | Basel II OpRisk Capital
Proposal: Recent Developments |
| May 1, 2003 | Assessing, Managing and
Supervising Financial Risk |
| March 25-26, 2003 | Implementation of an
OpRisk Framework: A Supervisory Perspective |
Research
Latest
Published
RPA Working Papers
OpRisk Conferences
2008 New Challenges
2005 OpRisk Challenges
2001 Capital Allocation