Research Output per year
Personal profile
Biography
Teaching commitment:
BFF1001 Foundations of Finance
BFF5954 Business Finance
BFF5916/BFC5916 International Banking
BFF3999 Finance and Society
Biography
Centre of Competence – Digital learning resources: video production
Keywords
- Survival analysis
- Credit Risk Modeling
- credit ratings
- Markov Chains
- Non Parametric Methods
- Bayesian Inference
Research Output 2013 2016
- 3 Article
Modelling the recovery outcomes for defaulted loans: A survival analysis approach
Fenech, J. P., Yap, Y. K. & Shafik, S., 2016, In : Economics Letters. 145, p. 79-82 4 p.Research output: Contribution to journal › Article › Research › peer-review
Can the Chinese banking system continue to grow without sacrificing loan quality?
Fenech, J. P., Yap, Y. K. & Shafik, S., 2014, In : Journal of International Financial Markets, Institutions and Money. 31, p. 315 - 330 16 p.Research output: Contribution to journal › Article › Research › peer-review
Brief technical note: A Markov chain approach to measure investment rating migrations
Fenech, J. P., Yap, Y. K. & Shafik, S., 2013, In : Australasian Accounting Business and Finance Journal. 7, 3, p. 145 - 154 10 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access