Huan Yan
Lloyds Banking Group
Huan Yan is a banking audit associate in Financial Services department at KPMG London. He has been involved in various reporting and regulation projects for different financial institutions. Previously he worked in the Capital Modelling and Risk Analytics team at Lloyds Banking Group. Huan holds a postgraduate degree in Operational Research from London School of Economics and an undergraduate degree in Financial Mathematics from University of Liverpool. His current research/career interests include the operational risk modelling, risk & data analytics, and financial compliance & controls.
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Articles by Huan Yan
A structural model for estimating losses associated with the mis-selling of retail banking products
In this paper, a structural model is presented for estimating losses associated with the mis-selling of retail banking products. It is the first paper to consider factor-based modeling for this operational/conduct risk scenario.