Operational Risk Scenario Analysis Workshop

On July 18th and 19th, the Center for Advanced Financial Technology held a two-day workshop titled "Operational Risk Scenario Analysis Workshop". The presentation materials are available as below.

Summary Record of the Operational Risk Scenario Analysis Workshop Session

• Summary Record of the Operational Risk Scenario Analysis Workshop Session (PDF 47KB)

Tuesday, 18 July

• Keynote Speech "Operational Risk Management and Scenario Analysis" (PDF 44KB)
  Mr.Tsuyoshi Oyama, Deputy Director-General, Bank of Japan
• "Key Points of Scenario Analysis"(PDF 59KB)
  Mr.Takashi Arai, Director, Bank of Japan
• "Quantification of Operational Risk Using Scenario Data " (PDF 86KB)
  Mr.Tsuyoshi Nagafuji, Director, Bank of Japan
• "The Commonwealth Bank's Approach to Scenario Analysis" (PDF 500KB)
  Mr. Denis Taylor, General Manager, Group Operational Risk, Commonwealth Bank
  Mr. Mark Shelton, Executive Manager, Operational Risk Solution, Commonwealth Bank
  Mr. David Farmer, Workstream Leader, Capital Modeling, Commonwealth Bank
• "Operational Risk Metrization and Scenario Analysis" (PDF 1,002KB)
  Dr.Hidetoshi Nakagawa, Associate Professor, Tokyo Institute of Technology  Graduate School of Innovation Management
• "Scenario-based AMA" (PDF 91KB)
  Dr.Duc Pham-Hi, French Banking Supervision Committee
• "World-wide Trends in Scenario Analysis" (PDF 1,659KB)
  Mr. Mike Finlay, Risk Business Intl. LTD.

Wednesday, 19 July

• "Shinsei Bank's Approach to Scenario Analysis"
  Mr. Hidehisa Hanzawa, Deputy General Manager, Portfolio and Risk Management Division, Shinsei Bank, LTD.
• "Evolving the Scenario Analysis Process at JPMorgan Chase" (PDF 135KB)
  Mr. Robin L. Phillips, JPMorgan Chase & Co.
• "Scenario Analysis and the AMA" (PDF 175KB)
  Dr.Eric Rosengren, Federal Reserve Bank of Boston
• "Seismic Risk Analysis" (First Half <PDF1,125KB> Second Half <PDF 1,574KB>)
  Mr. Takashi Kanemori, President, OYO RMS Co. LTD.
• "Risk Analysis and Strategies in anticipation of the Tokai Earthquake" (PDF 350KB)
  Mr. Akio Nakamura, General Manager, Risk Management Group Risk Management Department, Shizuoka Bank, LTD.
• Record of Panel Discussion (PDF 74KB)

Questions and Answers

• Questions and Answers (PDF 101KB)

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