Industrial-Academic Forum on Operational Risk
Description
The use of an extreme quantile specified by Basel II makes minimum capital requirements one of the few areas with a significant and explicit reliance on statistics. The Industrial-Academic Forum on Operational Risk aims to put together researchers and specialists from industry to discuss hot topics in operational risk measurement.
Speakers (talk titles and abstracts)
Emre Balta, Office of the Comptroller of the Currency (OCC)
Eric Cope, IBM Research, Zurich
Mathias Degen, Cornell University, Ithaca NY
Kabir Dutta, Charles River Associates
Joerg Fritscher, Deutsche Bank
Elise Gourier, Swiss Banking Institute, University of Zurich
Giulio Mignola, Intesa Sanpaolo
Martin Neil, Queen Mary University, London
Tony Peccia, Citi group, CRO Citibank Canada
Beatriz Santa Cruz Blanco, BBVA; Metodologías de riesgo corporativo
Anupam Sahay, KeyCorp, Director Risk Models & Operational Risk, Risk Management
Alberto Suarez, RiskLab Madrid and Escuela Politécnica Superior, Universidad Autónoma de Madrid
John Walter, Bank of America, SVP & Manager of the Risk Capital & Portfolio Analysis
Schedule
| 08:50 to 09:00 |
Welcome and Introductions
|
| 09:00 to 09:50 |
Mathias Degen |
| 10:00 to 10:50 |
Emre Balta |
| 11:00 to 11:30 |
Coffee Break
|
| 11:30 to 12:20 |
Giulio Mignola |
| 12:20 to 14:00 |
Lunch Break
|
| 14:00 to 14:50 |
Elise Gourier, ESSEC Business School |
| 15:00 to 15:50 |
Kabir Dutta |
| 16:00 to 16:50 |
Joerg Fritscher |
| 17:00 to 17:50 |
No Title Specified
John Walter (Bank of America) |
| 18:00 to 19:00 |
| 09:00 to 09:50 |
Tony Peccia (Citi Group) |
| 10:00 to 10:50 |
Eric Cope (IBM Research, Zurich) |
| 11:00 to 11:30 |
Coffee Break
|
| 11:30 to 12:20 |
Anupam Sahay (KeyCorp) |
| 12:20 to 14:00 |
Lunch Break
|
| 14:00 to 14:50 |
Beatriz Santa Cruz Blanco (BBVA) |
| 15:00 to 15:50 |
Alberto Suarez, Autonomous University of Madrid |
| 16:00 to 16:50 |
Martin Neal, Queen Mary University of London |
