In a heavy-bottomed pan over moderate to high heat, sweat the fennel and onions in olive oil for 2 minutes until translucent. Add in the anchovies and black pepper, and cook for another minute until anchovies start to dissolve. Add in the chicken, canned green chilies and the chicken stock. Cover the pot with a lid and reduce heat to medium.
Cook for approximately 15 minutes then add in the beans. Cook for an additional 2-3 minutes before adding in the cornstarch slurry; stir until it starts to thicken. At this point, add in the cream and the Monterey jack cheese. Mix well to combine.