Rinse beans. Place in Dutch oven and add water; bring to a boil. Reduce heat and simmer, uncovered, 2 minutes. Remove from heat. Cover and let beans soak for one hour. Drain. Add chicken broth, onion, garlic, chilies, oregano, cumin, cayenne, salt, and pepper. Bring to a boil; reduce heat. Cover and simmer one hour. Stir in chicken and simmer, covered, for 1/2 to 1 hour more. Stir in cheese until melted and serve.