J.D. Opdyke is Head of Operational Risk Modeling at GE Capital where he is heading up all operational risk modeling and quantification efforts including capital estimation under Basel鈥檚 AMA (LDA), CCAR, and all related modeling (e.g. ECap) and reporting. He also leads the development team for Economic Capital estimation, aggregation, and allocation across GECC, including ECap Allocation across risk types (credit, operational, market, industrial, and insurance). J.D.鈥檚 empirical risk analytics work spans operational risk (Basel II/III, AMA-LDA, VaR-based capital estimation), credit risk, market risk, and model risk, and he has presented expert testimony on applied econometrics in large l...
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