Rungporn’s current position involves the development of necessary tools to assess systemic risk and for macro/macroprudential stress testing that includes the effects of contagion and loss amplification. In addition, she also involves in linking the outcome of systemic risk assessment to appropriate policy recommendations, notably macroprudential policies, and their transmission mechanism and effectiveness. She is also responsible for the annual Financial Stability Report (FSR).
In the past, she has been an expert in banking research and quantitative analysis, especially related to banking sector such as credit risk models, quantitative measurement of systemic risk and financial cycles, as well as other banking research topics such as financial development, financial deepening, bank competition and bank governance. Her goal is to quantify what is needed as an input for effective and efficient decision making on banking policies and to create a quantitative analysis whose results bear practical usage in banking analysis.
Research Interests
- Finance
- Monetary Economics