Jean-Philippe Peters

Deloitte Luxembourg

Rue de Neudorf, 566

Luxembourg, Grand-Duchy of Luxembourg 2220

Luxembourg

http://www.deloitte.lu

University of Liège - Economics, Business Administration and Social Sciences

Bld du Rectorat 7 Bat. B31

Liege B-4000

Belgium

http://www.egss.ulg.ac.be

SCHOLARLY PAPERS

3

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SSRN CITATIONS
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Top 42,788

in Total Papers Citations

2

CROSSREF CITATIONS

15

Scholarly Papers (3)

1.

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 3,499 (3,846)
Citation 11

Abstract:

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

2.

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 1,017 (27,482)
Citation 25

Abstract:

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

3.

Measuring Operational Risk in Financial Institutions: Contribution of Credit Risk Modeling

Posted: 12 Apr 2005
Georges Hübner, Jean-Philippe Peters and Severine Plunus
HEC Liège, Deloitte Luxembourg and University of Liège - Department of Financial Management

Abstract:

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Operational Risk, Value-at-Risk, CreditRisk+, AMA