Economic Capital Management Workshop

July 27, 2007
(Revised September 14, 2007)
Bank of Japan
Center for Advanced Financial Technology

On July 11th and 12th, the Center for Advanced Financial Technology held a two-day workshop titled "Economic Capital Management Workshop".

• Summary Record of the Economic Capital Management Workshop Session (PDF 41KB)

Wednesday, 11 July

• Keynote Speech "Why Economic Capital Now?" (PDF 32KB)
  Mr. Atsushi Miyanoya, Head of the Center for Advanced Financial Technology, Bank of Japan
• Speech
• "Risk expressions including VaR and their utilization in management" (PDF 174KB)
  Mr. Toshifumi Ikemori, CEO Mizuho-DL Financial Technology
• "Economic Capital Management as Business as Usual: Major Challenges for Japanese Banks" (PDF 60KB)
  Mr. Tsuyoshi Oyama, Deputy Director-General, Bank of Japan
• "Economic Capital Management in The Sumitomo Trust and Banking Co., Ltd." (PDF 169KB)
  Mr. Yasuhiko Tara, Senior Manager, Corporate Risk Management Department, Sumitomo Trust Bank
• "Bank Economic Capital - An Australian Perspective" (PDF 1,070KB)
  Mr. Bob Allen, Senior Advisor, Australian Prudential Regulation Authority (APRA)
• "ECM Challenges Faced by Regional Banks" (PDF 64KB)
  Mr. Tomoyuki Fukumoto, Director, Bank of Japan
• Record of Panel Discussion (Day One) (PDF 30KB)

Thursday, 12 July

• "Specific Issues of Economic Capital Management: Economic vs. Regulatory Capital and Business Risk"(PDF 4,396KB)
  Ms. Corinne Neale, Managing Director, Head of Capital Management in Asia Pacific, Algorithmics
• "Economic Capital" (PDF 360KB)
  Mr. Magnus Agustsson, Managing Director, DEPFA Bank, Group Head, Risk Methods
• "International Trend of Banks' Economic Capital Management" (PDF 417KB)
  Mr. Brian Dvorak, Managing Director, Credit Strategy Group, Moody's KMV
• "Supervisory Views on Bank Economic Capital Systems: What are Regulators Looking For?"(PDF 69KB)
  Mr. David Wright, Group Vice President, San Francisco Federal Reserve Bank
• "Economic Capital : Some Difficult Issues" (PDF 1,712KB)
  Mr. Gary Wilhite, Senior Vice President in the Credit Risk Management Group, Wachovia Bank
• Record of Panel Discussion (Day Two) (PDF 35KB)

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