Macroeconomic Modelling and Risk Analytics for Government Savings Bank

Wed, 01 Jan 2025 00:00:00 +0000

Since 2018, a sustained series of projects has been carried out for the Government Savings Bank of Thailand (ธนาคารออมสิน), covering macroeconomic forecasting, credit risk modelling, and economic sentiment measurement:

Macroeconomic Model Validation and GDP Forecasting (2018–2021): As principal investigator, conducted four consecutive annual projects to test, update, and improve a macroeconomic model for estimating Thailand’s quarterly GDP growth. Each cycle included model validation, parameter re-estimation, and updated quarterly forecasts.
Credit Application Scoring Model (2019): Developed and deployed an Application Scoring Model (Application Scoring) to assess credit risk for credit card and cash card applicants, in collaboration with ITG, including a four-year maintenance contract. A full applied machine learning and econometric pipeline for a major state financial institution.
Grassroots Economic Confidence Index (2025, ongoing): As principal investigator, currently designing and implementing a nationwide survey to construct a Grassroots Economic Confidence Index (ดัชนีความเชื่อมั่นเศรษฐกิจฐานราก) and public opinion poll, capturing economic sentiment at household and community level.

Housing Mortgage Credit Forecasting Model

Sun, 01 Jan 2017 00:00:00 +0000

As principal investigator, developed a forecasting model for housing mortgage credit for the Government Housing Bank (ธนาคารอาคารสงเคราะห์) and the broader Thai banking system. The model supports strategic planning and risk management by projecting loan demand under various macroeconomic scenarios, incorporating interest rate dynamics, income growth, and housing market conditions.

Financial Econometrics | Chaleampong Kongcharoen

Macroeconomic Modelling and Risk Analytics for Government Savings Bank

Housing Mortgage Credit Forecasting Model