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Thaisiri Watewai
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Thaisiri Watewai

Chulalongkorn University
Visiting Fellow
Email thaisiri@cbs.chula.ac.th

Thaisiri Watewai is an Associate Professor and the director of the Financial Engineering program at Chulalongkorn Business School, Chulalongkorn University.

He graduated Summa Cum Laude from the School of Engineering at Chulalongkorn University, and in the same year received an LL.B. from Ramkhamhaeng University in Thailand. As an Anandamahidol Foundation scholarship recipient, he received a M.S. in operations research from the Georgia Institute of Technology, and received a M.A. in statistics and a Ph.D. in industrial engineering and operations research from the University of California, Berkeley.

He was a researcher at MSCI Barra and Barclays Global Investors before joining Chulalongkorn University. He is a regular visiting scholar at the Nanyang Technological University, and was a senior fellow at the National University of Singapore. He has received research grants from The Stock Exchange of Thailand, Puey Ungphakorn Institute for Economic Research, Thailand Research Fund, Office of the Higher Education Commission, Agricultural Research Development Agency, and Office of National Research Council of Thailand.

His research interests include financial modeling and optimization, stochastic control, risk management and statistical analysis. His current research includes optimal portfolio choice problems with learning, optimal lending decisions with learning, financial contagion modeling and analysis, and agent-based modeling for policy analysis.

Research Interests

  • Econometrics
  • Financial Markets and Asset Pricing

Discussion Paper

15 March 2022
Optimal Liquidity Control and Systemic Risk in an Interbank Network with Liquidity Shocks and Regime-dependent Interconnectedness
27 August 2019
Mapping Thailand's Financial Landscape: A Perspective through Balance Sheet Linkages and Contagion
8 June 2016
International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns

aBRIDGEd

3 May 2022
รับมืออย่างไร เมื่อการบริหารสภาพคล่องนำไปสู่ความเสี่ยงเชิงระบบที่สูงขึ้น
11 March 2021
จะทำอย่างไรกับโครงการค้ำประกันสินเชื่อ SMEs เมื่อเราทั้งสามคาดหวังต่างกัน?
6 June 2016
สาเหตุของการลุกลามของวิกฤตการณ์ทางการเงิน

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