Soak the beans in a bowl of cold water overnight. Drain and transfer to a large flameproof casserole. Cover with plenty of fresh cold water. Bring to the boil and boil for 10 minutes. Drain the beans and return to the pan.
Add the chicken, chorizo, onion, fennel and green peppers and sprinkle in the saffron. Almost cover the ingredients with cold water and bring to a simmer. Cover and cook in a preheated oven, 160°C (325°F), Gas Mark 3, for 2 hours or until the beans are very soft.
Drain a couple of spoonfuls of the beans with a large slotted spoon to a bowl and mash with a fork. Return to the casserole, stirring gently to thicken the juices. Season to taste with salt and pepper and serve.