Ariane Chapelle is an honorary reader at University College London in the department of computer science. She is a fellow of the Institute of Operational Risk, and holds a PhD in economics and a master’s in finance and econometrics from the University of Brussels.
Chapelle is a professional trainer and independent adviser, active in operational risk since 2000, and has gained industry experience from positions at ING Group and Lloyds Banking Group. She is a columnist for Risk.net.
No amount of stress testing can prepare firms for the risks they’re facing, says Ariane Chapelle
Risk-taking ought to be judged by its necessity, not likely outcomes, says Ariane Chapelle
Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
This paper discusses and studies the weaknesses and pitfalls of the SMA and the implicit relationship between the SMA capital model and systemic risk in the banking sector.
Processes, people, systems and external events are fundamental to operational risk management, says Ariane Chapelle
Cakes and candles can help risk managers get flavour right, argues Ariane Chapelle
Ariane Chapelle sets out metrics and tools to keep firms within their risk appetite