Richard Wood

Lloyds Banking Group

10 Gresham Street

London, EC2V 7AE

United Kingdom

SCHOLARLY PAPERS

2

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1

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

A Structural Model for Estimating Losses Associated with the Mis-selling of Retail Banking Products

Journal of Operational Risk, Vol. 12, No. 1, 2017
Number of pages: 19 Posted: 25 Feb 2017
Huan Yan and Richard Wood
Lloyds Banking Group and Lloyds Banking Group
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Abstract:

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operational risk; conduct risk; factor models; structural models; Bayesian networks; system dynamics

2.

Addressing Probationary Period within a Competing Risks Survival Model for Retail Mortgage Loss Given Default

Journal of Credit Risk, Vol. 13, No. 3, 2017
Number of pages: 20 Posted: 06 Sep 2017
Richard Wood and David Powell
Lloyds Banking Group and Principality Building Society
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Abstract:

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loss given default, competing risks, survival analysis, retail mortgage, regulatory capital