Department of Statistical Science

The Department of Statistical Science has played a major role in the development of the subject ever since its foundation in 1911 as the Department of Applied Statistics.

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Statistical Science News

Dr Gareth Peters invited to deliver special "Red Lecture" at Nomura Investment Bank

Dr Gareth Peters was invited to make a global telecast lecture at Nomura Investment Bank as part of the "Red Lecture" series they run. This is a prestigious lecture series that is recorded and broadcast to London, Mumbai, Japan, Sydney, France, New York and other offices via video conference. The slides and talk then form part of the education section of Nomura Investment Bank. More...

Published: Jun 18, 2017 1:24:47 PM

Dr Gareth Peters and Dr Ioannis Kosmidis co-author Multiple Yield Curve Stress Testing White Paper with Bank of England

Dr Gareth Peters, Dr Ioannis Kosmidis and Dr Emmanouil Karimalis have worked with the Bank of England over the last year to develop a stress testing white paper for banking models. In particular the white paper address development of a robust statistical framework to perform multiple yield curve stress testing. This is a core component of the vast majority of global stress testing done on capital in banks throughout the world. Yet this was a glaring gap in the practice, that these authors sought to address jointly with the Bank of England. The result is the following paper on the Bank of England website: "Staff Working Paper No. 655: Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies". More...

Published: Jun 17, 2017 9:28:59 AM

Dr Gareth Peters selected to lead working group on Sound Guidance Practice papers for professional industry members of the Institute of Operational Risk

Dr Gareth Peters has been selected by the council and directors of the Institute of Operational Risk (IOR) to lead the working group for the development of the Sound Practice Guidance papers. The IOR is a global professional risk organisation with chapters throughout the UK, Europe, Hong Kong and Africa. More...

Published: Jun 17, 2017 9:22:43 AM

Zero Tolerance to Sexual Harassment

A Zero Tolerance to Sexual Harassment Certificate for Achievement was presented to the Department of Statistical Science on 14 June 2017 for the completion of the Zero Tolerance to Sexual Harassment Pledge for 2016/2017. More...

Published: Jun 14, 2017 2:48:35 PM

Dr Gareth Peters and co-authors win Risks Paper of the Year in Banking Operational Risk

The paper of the year for banking risk modelling in Operational Risk has been awarded to  Dr. Gareth W. Peters (UCL) and his co-authors: Prof. Pavel Shevchenko (Maquarie University Australia), Dr. Ariane Chappelle (Chappelle Consulting) and Dr. Bertrand  Hassani (Santander) More...

Published: Jun 13, 2017 10:05:46 PM