Jean-Pierre Fenech

Dr

Accepting PhD Students

20062021

Research activity per year

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Personal profile

Research interests

Credit Scoring; Bayesian inference; Archimedean copulas; nonparametric estimates; markov chains

Supervision interests

Credit Scoring; Bayesian inference; Archimedean copulas; nonparametric estimates; markov chains

 

Monash teaching commitment

BFF3841: Credit Analysis and Lending Management

BFF5914: Bank Lending

BFF5380: Credit Risk Modeling

Research area keywords

  • Archimedean Copulas
  • Credit Risk
  • Default Correlation
  • Credit Growth
  • Bank Soundness
  • Chinese Banking System
  • Business Cycles
  • Markov Chains
  • Matrix Norms
  • Risk Management

Network

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