Several presentations made by QAU staff are available from 2003 on:

2007 | 2006 | 2005 | 2004 | 2003

2007

Verifying and Validating an Operational Risk Framework
Presented by Victoria Garrity at Oprisk & Compliance Training in New York (February 2007)

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 (December 2006)

Operational Loss Data Collection & Analysis
Presented by Victoria Garrity at the Operational Risk Management Forum in Boston (November 2006)

Operational Risk
Presented by Kabir Dutta at the annual meeting of the American Risk and Insurance Association, held in Washington, D.C. (August 2006)

Overview of the Current Range of AMA Practice in the U.S.
Presented by Victoria Garrity at the Operational Risk Management for Financial Institutions conference hosted by Infonex, held in Toronto, Canada (April 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 (March 2006)

Scenario Analysis and the AMA
Presented by Eric Rosengren, Executive Vice President, at the Scenario Analysis for OpRisk Workshop, held in Tokyo, Japan (July 18-19, 2006)

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

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2005

The Application of Extreme Value Theory to Operational Loss Data
Presented by Jason Perry at Eurandom's conference “The Economics & Finance of Extremes,” held in Eindhoven, The Netherlands (December 2005)

Regulatory Update: Findings and Recent Developments for AMA
Presented by Patrick de Fontnouvelle at training seminar organized by Risk magazine, held in New York (September 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?
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 (June 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 (May 2005)

Enterprise Risk Management
Presented by Kabir Dutta. Financial Engineering Department Seminar, held at Princeton University, New Jersey (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 (July 18-19, 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 (January 14, 2005)

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2004

Credit Risk Data Issues for Capital Allocation
Presented by Kimberly DeTrask, at Capital Allocation USA, held in New York (November 30 - December 1, 2004)

BASEL II Update and Discussion
Presented by Kabir Dutta and Kimberly DeTrask, at the Global Custody/Processing Bank CPC Conference, at the Federal Reserve Bank of Boston (November 29 - December 1, 2004)

Tools for Measuring OpRisk: Lessons Learned from U.S. Regulatory Exercises
Presented by Patrick de Fontnouvelle, Assistant Vice President, at the Operational Risk Management Forum in McLean, Virginia (November 8-9, 2004)

Preparations for Basel II
Presented by Eric Rosengren, Senior Vice President, at the Incisive Media Operational Risk Conference (November 2004)

Implications of Alternative Operational Risk Modeling Techniques
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 22-23, 2004)

Supervisory Perspective on Corporate Credit Rating Systems and Quantification
Presented by Kimberly DeTrask, at Risk Magazine's Sixth Annual Credit Risk Summit, held in New York (October 19 & 20, 2004)

Addressing Home/Host Issues for Operational Risk
Presented by Eric Rosengren, Senior Vice President, at the OpRisk USA Conference in New York, New York (March 31, 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 (March 10, 2004)

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2003

Quantifying Operational Risk: A Supervisor's Perspective
Presented by John Jordan, Assistant Vice President, at the Operational Risk in Banks and Financial Institutions Conference in London, England (October 22-23, 2003)

Integrating External Data Into Operational Risk Management
Presented by Eric Rosengren, Senior Vice President, at the 2003 Professional Risk Managers’ International Association (PRMIA) Summit in Boston, Massachusetts (June 9, 2003)

Basel II OpRisk Capital Proposal: Recent Developments
Presented by John Jordan, Assistant Vice President, at the Institute of Internal Auditors’ Financial Services Conference in Philadelphia, Pennsylvania (May 8, 2003)

Assessing, Managing and Supervising Financial Risk
Presented by Eric Rosengren, Senior Vice President, at the World Bank Seminar in Washington D.C. (May 1, 2003)

Implementation of an OpRisk Framework: A Supervisory Perspective
Presented by John Jordan, Assistant Vice President, at the Risk Waters Conference in New York, New York (March 25-26, 2003)

 

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