Ariane Chapelle

University College London - Department of Computer Science

Associate Professor

Gower Street

London, WC1E 6BT

United Kingdom

SCHOLARLY PAPERS

14

DOWNLOADS
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Top 3,097

in Total Papers Downloads

12,815

SSRN CITATIONS
Rank 16,201

SSRN RANKINGS

Top 16,201

in Total Papers Citations

25

CROSSREF CITATIONS

36

Scholarly Papers (14)

1.

Measuring and Managing Operational Risk in the Financial Sector: An Integrated Framework

Number of pages: 33 Posted: 07 May 2005
University College London - Department of Computer Science, University of Liege - HEC Management School, HEC Liège and Deloitte Luxembourg
Downloads 3,447 (3,239)
Citation 10

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Basel 2, operational risk, extreme value theory, external data, RAROC

2.

Trends in Crypto-Currencies and Blockchain Technologies: A Monetary Theory and Regulation Perspective

Number of pages: 25 Posted: 19 Aug 2015
Gareth Peters, Efstathios Panayi and Ariane Chapelle
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Computer Science
Downloads 2,718 (4,853)
Citation 42

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Crypto-currency, virtual currency, regulation, monetary theory

3.

Trends in Cryptocurrencies and Blockchain Technologies: A Monetary Theory and Regulation Perspective

Journal of Financial Perspectives, Vol. 3, No. 3, 2015
Number of pages: 46 Posted: 08 Dec 2017
Gareth Peters, Efstathios Panayi and Ariane Chapelle
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Computer Science
Downloads 2,576 (5,317)

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4.

Basel II and Operational Risk: Implications for Risk Measurement and Management in the Financial Sector

National Bank of Belgium Working Paper No. 51
Number of pages: 58 Posted: 14 Oct 2010
University College London - Department of Computer Science, University of Liege - HEC Management School, HEC Liège and Deloitte Luxembourg
Downloads 959 (25,455)
Citation 23

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operational risk management, basel II, advanced measurement approach, copulae, external data, EVT, RAROC, cost-benefit analysis

Shareholding Cascades: The Separation of Ownership and Control in Belgium

CentER Working Paper No. 1999-96
Number of pages: 43 Posted: 11 May 2000
Marco Becht, Ariane Chapelle and Luc Renneboog
Solvay Brussels School of Economics and Management (ULB), University College London - Department of Computer Science and Tilburg University - Department of Finance
Downloads 784 (33,326)
Citation 7

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corporate ownership; corporate control; corporate governance

Shareholding Cascades: The Separation of Ownership and Control in Belgium

THE CONTROL OF CORPORATE EUROPE, F. Barca and M. Becht, eds., Oxford University Press, pp. 71-105, 2001 (1st edition) and 2002 (2nd edition)
Posted: 16 Jun 2003
Marco Becht, Ariane Chapelle and Luc Renneboog
Solvay Brussels School of Economics and Management (ULB), University College London - Department of Computer Science and Tilburg University - Department of Finance

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corporate ownership, corporate control, corporate governance

6.

Standardized Measurement Approach for Operational Risk: Pros and Cons

Number of pages: 18 Posted: 04 Jun 2016
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Macquarie University, Université Paris I Panthéon-Sorbonne and University College London - Department of Computer Science
Downloads 583 (50,349)
Citation 2

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7.

Preventive Key Risks Indicators

Number of pages: 5 Posted: 26 Jan 2013
Ariane Chapelle
University College London - Department of Computer Science
Downloads 446 (70,317)

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risk, operational risk, risk management, key risk indicators

8.

Separation between Ownership and Control: Where Do We Stand?

Corporate Ownership and Control, Vol. 2, No. 2
Number of pages: 21 Posted: 07 Dec 2004
Ariane Chapelle
University College London - Department of Computer Science
Downloads 410 (77,742)
Citation 1

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Ownership, corporate governance, separation ownership control

9.

Opening Discussion on Banking Sector Risk Exposures and Vulnerabilities from Virtual Currencies: An Operational Risk Perspective

Number of pages: 34 Posted: 06 Sep 2014
Gareth Peters, Ariane Chapelle and Efstathios Panayi
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, University College London - Department of Computer Science and University College London - Financial Computing and Analytics Group, Department of Computer Science
Downloads 321 (102,831)
Citation 2

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Virtual Currency, Crypto Currency, Operational Risk, Regulation, Basel II

Should the Advanced Measurement Approach be Replaced with the Standardized Measurement Approach for Operational Risk?

Journal of Operational Risk, Vol 11, No. 3, pp. 1–49, 2016, DOI: 10.21314/JOP.2016.177
Number of pages: 38 Posted: 14 Jun 2016 Last Revised: 15 Sep 2016
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Macquarie University, Université Paris I Panthéon-Sorbonne and University College London - Department of Computer Science
Downloads 172 (189,957)
Citation 6

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Operational Risk, Standarised Measurement Approach, Advanced Measurement Approach

Should the Advanced Measurement Approach Be Replaced with the Standardized Measurement Approach for Operational Risk?

Journal of Operational Risk, Vol. 11, No. 3, 2016
Number of pages: 50 Posted: 15 Sep 2016
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Macquarie University, Université Paris I Panthéon-Sorbonne and University College London - Department of Computer Science
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operational risk (OpRisk), standardized measurement approach (SMA), loss distribution approach (LDA), advanced measurement approach (AMA), Basel Committee for Banking Supervision (BCBS) regulations

11.

Rogue Trading, No Training: The Connections

Number of pages: 5 Posted: 23 Feb 2012
Ariane Chapelle
University College London - Department of Computer Science
Downloads 158 (204,099)

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operational risk, risk management, fraud, behaviour

12.

Block Investments and the Race for Corporate Control

Corporate Ownership and Control, Vol. 2, No. 1, November 2004
Number of pages: 26 Posted: 13 Sep 2004
Ariane Chapelle
University College London - Department of Computer Science
Downloads 142 (222,870)

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Corporate governance, corporate control, ownership

13.

Control Consolidation With a Threshold:An Algorithm

Number of pages: 20 Posted: 26 Nov 2007
Ariane Chapelle and Ariane Szafarz
University College London - Department of Computer Science and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 77 (339,258)
Citation 1

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Ownership, Corporate control, ultimate shareholder

14.

Controlling Firms Through the Majority Voting Rule

Physica A, Vol. 355, pp. 509-529, 2005
Number of pages: 30 Posted: 28 Feb 2005 Last Revised: 19 May 2017
Ariane Chapelle and Ariane Szafarz
University College London - Department of Computer Science and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 22 (553,724)
Citation 7

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Corporate Control, Corporate Governance, Majority Voting Rule, Pyramidal Ownership