Dr Gareth W. Peters

"In the depth of winter, I finally learned that within me there lay an invincible summer."
- Albert Camus

Academic Details:   

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  • Response to Bank of International Settlements Consultative Document on Standardized Measurement Approach (SMA) for Operational Risk (SSRN: http://ssrn.com/abstract=2789006)

  • Initial response to the proposed regulatory changes to Operational Risk (pdf)

  • Handbook of Operational Risk in Wiley Series:
Operational Risk Handbook Vol. 1 & 2:

Front Cover  book 2 front cover
Volume 1 and Volume 2 of the Hanbooks of Operational Risk (Available!)

  • Spatial and Temporal Modelling UCL and ISM Workshops produce two edited volumes with Springer Japan (2015):

Theoretical Aspects of Spatial Temporal

    • Reading Group - Dependence Measures, Concordance and Copula Modelling - Term 1 2015 at UCL. Organised by Dr. Gareth W. Peters - if you wish to attend - Wednesday evening 7:30pm+ at UCL Department of Statistical Science, email: gareth.peters@ucl.ac.uk for details.
  • Operational Risk Course to run at UCL Statistics Department Term 2 2015/2016+  STAT3022: "Quantitative Modelling of Operational Risk and Insurance Analytics"
    Part of Financial Risk Masters and designed to provided Quantitative Modelling to complement the course COMPM007 - Operational Risk Measurement for Financial Institutions.

    • ISM-UCL 2016 Spatial Temporal Modelling Workshop STM2016

E-mail:   garethpeters78@gmail.com
Department Address:      Department of Statistical Science,
University College London (UCL),
London, WC1E 6BT, UK.
Office Number:   1-19 Torrington Place, Room 125  (UCL)
Telephone:   +44 20 7679 1238
Mobile:   077 1059 8847
Research Affiliations  
  1. Lecturer (Assistant Professor): Department of Statistical Science and Principle Investigator in  CSML , University College London (UCL)

  2. Co-founder: QRSLab - University College London (UCL)

  3. Adjunct Scientist: Mathematics, Informatics and Statistics, Commonwealth Scientific and Industrial Research Organisation (CSIRO) - Australia. 2009+

  4. Academic Member: UK PhD Center in Financial Computing (UCL); 2012+

  5. Associate Member Oxford-Man Institute: Oxford University; 2012+

  6. Associate Member Systemic Risk Center: London School of Economics; 2014+

  7. Visiting Prof. Institute of Statistical Mathematics, Tokyo, Japan 2010+

  1. Affiliated Prof. School of Earth and Space Sciences, Peking University PKU, Beijing, China 2015+
Membership of Societies
  1. International Society of Bayesian Analysis (ISBA)

"The struggle itself towards the heights is enough to fill a man's heart."  - Albert Camus