Ariane Chapelle

University College London - Department of Computer Science

Associate Professor

Gower Street

London, WC1E 6BT

United Kingdom

  • University College London - Department of Computer Science

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    • Tel: +44(0)7833453854
SCHOLARLY PAPERS

14

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35

CROSSREF CITATIONS

36

Scholarly Papers (14)

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1.

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
University of California Santa Barbaraaffiliation not provided to SSRN, University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Computer Science
Downloads 3,907 (3,700)

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2.

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

Number of pages: 33 Posted: 07 May 2005
Ariane Chapelle, Yves Crama, Georges Hübner and Jean-Philippe Peters
University College London - Department of Computer Science, University of Liège - HEC Management School, HEC Liège and Deloitte Luxembourg
Downloads 3,529 (4,385)
Citation 12

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

3.

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
University of California Santa Barbaraaffiliation not provided to SSRN, University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Computer Science
Downloads 2,970 (5,919)
Citation 68

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Crypto-currency, virtual currency, regulation, monetary theory

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
Ariane Chapelle, Yves Crama, Georges Hübner and Jean-Philippe Peters
University College London - Department of Computer Science, University of Liège - HEC Management School, HEC Liège and Deloitte Luxembourg
Downloads 1,078 (28,542)
Citation 26

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

5.

Standardized Measurement Approach for Operational Risk: Pros and Cons

Number of pages: 18 Posted: 04 Jun 2016
Gareth Peters, Pavel V. Shevchenko, Bertrand Hassani and Ariane Chapelle
University of California Santa Barbaraaffiliation not provided to SSRN, Macquarie University - Department of Actuarial Studies and Business Analytics, Université Paris I Panthéon-Sorbonne and University College London - Department of Computer Science
Downloads 847 (40,146)
Citation 2

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6.

Shareholding Cascades: The Separation of Ownership and Control in Belgium

Downloads 826 ( 41,566)

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 826 (41,012)
Citation 12

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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

7.

Preventive Key Risks Indicators

Number of pages: 5 Posted: 26 Jan 2013
Ariane Chapelle
University College London - Department of Computer Science
Downloads 555 (69,662)

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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 467 (86,151)
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
University of California Santa Barbaraaffiliation not provided to SSRN, University College London - Department of Computer Science and University College London - Financial Computing and Analytics Group, Department of Computer Science
Downloads 413 (99,347)
Citation 2

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

10.

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

Downloads 209 (201,120)
Citation 8

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
Gareth Peters, Pavel V. Shevchenko, Bertrand Hassani and Ariane Chapelle
University of California Santa Barbaraaffiliation not provided to SSRN, Macquarie University - Department of Actuarial Studies and Business Analytics, Université Paris I Panthéon-Sorbonne and University College London - Department of Computer Science
Downloads 209 (200,955)
Citation 8

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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
Gareth Peters, Pavel V. Shevchenko, Bertrand Hassani and Ariane Chapelle
University of California Santa Barbaraaffiliation not provided to SSRN, Macquarie University - Department of Actuarial Studies and Business Analytics, 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 180 (229,720)

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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 146 (273,406)

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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 (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 80 (411,502)
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 (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 26 (650,012)
Citation 6

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