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Sutee
Mokkhavesa
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Education
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| Ph.D., (Applied Mathematical Finance), Imperial College London, United Kingdom, 2003 |
| M.S., (Mathematics), Imperial College London, United Kingdom, 1998 |
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Work Experience
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| 2009-Present |
Advisor to the President and the member of EXCOM, RMC, Investment Committee and Credit Committee, Phatra Leasing Public Company Limited,
Thailand
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| 2009-Present |
RMC, Phatra Leasing PLC,
Thailand
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| 2009-Present |
ERM Vice President Education, TLAA,
Thailand
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| 2008-Present |
Managing Partner (Risk and Research), Prescient Investments Ltd,
South Africa
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| 2007-Present |
Director, Kukai Kindergarten,
Thailand
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| 2006-Present |
Consultant, Government Housing Bank,
Thailand
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| 2004-Present |
Adjunct Faculty, Thammasat Business School and National Institute of Development Administration,
Thailand
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| 2003-Present |
Executive Vice President and Head of Risk and Strategy, Muang Thai Life Assurance Public Company Limited,
Thailand
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| 2013 |
Instructor and Charter Insurance Advisor of the course ALM for Customer , The Office of Insurance Commission (OIC),
Thailand
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| 2008 |
The member of the ERM Handbook Drafting Committee, the Risk Based Capital Asset Sub-Committee, and the RBC Phase II Working Group, OIC,
Thailand
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Publications
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Articles
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| 2004 |
Atkinson, C. and Mokkhavesa, S. (2004). Multi-asset Portfolio Optimisation with Transaction Costs. Applied Mathematical Finance, 11, 95-123
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| 2003 |
Atkinson, C. and Mokkhavesa, S. (2003). Intertemporal Portfolio Optimisation with Small Transaction Costs and Stochastic Variance", Applied Mathematical Finance. 10, 267-302.
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| 2002 |
Mokkhavesa, S. and Atkinson, C. (2002). Perturbation Solution of Optimal Portfolio Theory with Transaction Costs for any Utility Function. IMA Journal of Management Mathematics, 13, 131-151.
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| 2001 |
Atkinson, C. and Mokkhavesa, S. (2001). Towards the Determination of Utility Preference from Optimal Portfolio Selection", Applied Mathematical Finance. 8, 1-26.
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Presentations
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2013
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Topic: ALM and Product Design, The Insurance Risk Asia 2013, Hong Kong
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2013
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Topic: Getting Ready for AEC: Cross Examining Regulatory Implications, the Asian Insurance Congress 2013: Breaking Away from the New Norm, Singapore
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2013
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Topic: Public Policies for Supporting Insurers in the upcoming AEC, the Fiscal Policy Office Research Conference 2013, Bangkok
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2013
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Topic: New Frontiers in PAssive Investment: From Asset Allocation to Risk Allocation, Risk Days Asia 2013, Singapore
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2013
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Topic: Economic Factor Development of Stress Testing, the SOAT Life Insurance Forum 2013
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2011
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Topic: Aggregating Economic Capital, The Joint Regional Seminar 2011 Society of Actuaries Thailand
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Services to Thammasat Business School
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Teaching
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Masters:
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MIF: MF640 Financial Economics Theory
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MIF: MF756 Selected Topics In Finance
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Bachelors:
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Internatioanal BBA: FN415 Financial Risk Analysis and Management
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Internatioanal BBA: FN452 Financial Derivatives Analysis
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Other Services
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MIF Independent Study Examination Committee (Appointment no.38/2558)
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