David Powell

Principality Building Society

Principality Buildings, PO Box 89

Queen Street

Cardiff, CF10 1UA

United Kingdom

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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