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Rungporn
Roengpitya
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Education
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| Ph.D., University of Chicago, United States, Economics, 2007 |
| B.A., Williams College , United States, Mathematics and Economics, 2001 |
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Work Experience
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| 2012-Present |
Head of Quantitative Models and Financial Engineering Team, Financial Institution Policy Group, Bank of Thailand,
Thailand
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| 2013-2014 |
Visiting Adviser, Bank for International Settlements, Basel Area,
Switzerland
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| 2007-2012 |
Senior Examiner, Bank of Thailand,
Thailand
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| 2006-2006 |
Summer Intern, International Monetary Fund,
Thailand
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| 2005-2005 |
Research Assistant, Banking & Financial Regulations Team, The Federal Reserve Bank of Chicago,
United States
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| 2000-2000 |
Insight Business Analyst, McKinsey and Company,
United States
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| 2000-2000 |
Researcher, SMALL Undergraduate Mathematics Research Program, Williams College,
United States
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| 1999-1999 |
Economic Policy Analyst, Office of Federal-State Relations, Commonwealth of Massachusetts,
United States
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| 1988-1988 |
Economic Analyst on the Asian Financial Crisis, Financial Sector Restructuring Authority, Thailand,
Thailand
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Publications
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Articles
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| 2014 |
R. Roengpitya, N. A. Tarashev, and K. Tsatsaronis (2014). Bank Business Models. BIS Quarterly Review December 2014. Available at SSRN: https://ssrn.com/abstract=2535972
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| 2011 |
R. Roengpitya and P. Rungcharoenkitkul (2011). Measuring Systemic Risk and Financial Linkages in the Thai Banking System. Systemic Risk, Basel III, Financial Stability and Regulation 2011. Available at SSRN: https://ssrn.com/abstract=1773208 or http://dx.doi.org/10.2139/ssrn.1773208
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Proceedings
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| 2012 |
R. Roengpitya, and P. Nilla-or (2012) Chapter Twelve Proposal of New Hybrid Models for PD Estimates on Low Default Portfolios (LDPS), Empirical Comparisons and Regulatory Policy Implication. The First International Conference on Credit Analysis and Risk Management Proceeding Edited by Joseph Callghan, Austin Murphy and Hong Qian. Cambridge Scholars Publishing.
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Hornors/Awards
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| 2001 |
Williams College Phi Beta Kappa and Sigma Xi, USA
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| 2001 |
Morgan Prize for Best Mathematics Teaching, Department of Mathematics and Statistics, William College, USA
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Services to Thammasat Business School
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Teaching
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Masters:
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MIF : MF 621 Capital Markets and Macroeconomic Policy
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Other Services
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MIF Curriculum Review Committee (Appointment no.49/2557)
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