Imperial College London


Faculty of Natural SciencesDepartment of Mathematics

Honorary Senior Research Fellow



r.coleman Website




SEC 320Sir Ernst Chain BuildingSouth Kensington Campus





Dr. Rodney Coleman's personal web page can be found at



Invited Lectures and Presentations

  • Operational Risk & Compliance Conference Oprisk Europe 2007, London 2007

Plenary Lectures

  • Institute of Operational Risk Forum on Advanced Measurement Approaches to Basel II, London, 2005
  • Stochastic Geometry, Convex Body, Empirical Measures and Applications, Palermo, 2004
  • Operational Risk Research Forum (ORRF XVII), Bonn, 2003
  • Actuarial Studies in Non-Life Insurance (ASTIN) UK Meeting, London, 2003
  • Institute of Actuaries Actuarial Teaching & Research Conference, Oxford, 2002
  • First International Statistical Workshop, Seoul, 2002



Coleman R, 2010, A VaR too far? The pricing of operational risk, Journal of Financial Transformation, Vol:28, Pages:123-129

Coleman R, 2006, Modelling random smooth curves from intersections with a square lattice, Rendiconti Del Circulo Matematico Di Palermo Serie Ii Supplemento, Vol:77, ISSN:0009-725X, Pages:123-132

Coleman, R., 2003, Op risk modelling for extremes. Part 2. Statistical methods, Operational Risk, Vol:4, ISSN:1096-2638, Pages:6-9

Coleman, R., 2002, Op risk modelling for extremes. Part 1. Small sample modelling, Operational Risk, Vol:3, ISSN:1096-2638, Pages:7-10


Young B, Coleman R, 2009, Operational Risk Assessment, Chichester, John Wiley & Sons Ltd, ISBN:978-0-470-75387-3

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