Projects per year
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
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Research area keywords
- Archimedean Copulas
- Credit Risk
- Default Correlation
- Credit Growth
- Bank Soundness
- Chinese Banking System
- Business Cycles
- Markov Chains
- Matrix Norms
- Risk Management
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 3 Finished
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Reforming banking pedagogy with online simulation
Department of Industry, Science and Resources (Australia)
6/12/12 → 21/01/14
Project: Research
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Expectations of the Accounting Profession, Burnout, Accountants' Professional Commitment and Performance.
Fenech, J., Alam, M. & Smith, D.
Accounting & Finance Association of Australia and New Zealand
29/05/07 → 28/05/08
Project: Research
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Choice of organizational form in Australian SME's: an empirical investigation
Alam, M. & Fenech, J.
National Institute of Accountants
8/05/06 → 28/02/07
Project: Research
Research output
- 18 Article
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Credit derivatives and bank systemic risk: risk enhancing or reducing?
Halili, A., Fenech, J-P. & Contessi, S., Oct 2021, In: Finance Research Letters. 42, 9 p., 101930.Research output: Contribution to journal › Article › Research › peer-review
4 Citations (Scopus) -
Local logit regression for loan recovery rate
Sopitpongstorn, N., Silvapulle, P., Gao, J. & Fenech, J-P., May 2021, In: Journal of Banking and Finance. 126, 14 p., 106093.Research output: Contribution to journal › Article › Research › peer-review
10 Citations (Scopus) -
The determinants of bank loan recovery rates in good times and bad – New evidence
Wang, H., Forbes, C. S., Fenech, J. P. & Vaz, J., Sept 2020, In: Journal of Economic Behavior and Organization. 177, p. 875-897 23 p.Research output: Contribution to journal › Article › Research › peer-review
4 Citations (Scopus) -
Oil price and Gulf Corporation Council stock indices: new evidence from time-varying copula models
Fenech, J-P. & Vosgha, H., 1 Mar 2019, In: Economic Modelling. 77, p. 81-91 11 p.Research output: Contribution to journal › Article › Research › peer-review
23 Citations (Scopus) -
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
Silvapulle, P., Smyth, R., Zhang, X. & Fenech, J-P., Sept 2017, In: Energy Economics. 67, p. 255-267 13 p.Research output: Contribution to journal › Article › Research › peer-review
94 Citations (Scopus)
Prizes
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A. E. Camilleri Banking Award awarded by the Central Bank of Malta.
Fenech, Jean-Pierre (Recipient), 1995
Prize: Prize (including medals and awards)
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Dean's Award for Excellence in Teaching 2006
Fenech, Jean-Pierre (Recipient), 2006
Prize: Prize (including medals and awards)
-
Dean's Award for Excellence in Teaching 2013
Fenech, Jean-Pierre (Recipient), 2013
Prize: Prize (including medals and awards)