market environment. While digital asset businesses are innovative and constantly related to technological advancement and financial innovation, SEC continues to promote the optimal use of digital assets
investment to earn optimal benefits for investment owners and clients. Having such policy and close investment monitoring will encourage the invested companies to adopt good corporate governance and
out cost control policies seriously and continuously, whilst still maintaining optimal staffing plan. This will ensure that the Company has enough manpower to support its growth after the crisis. Office
with proper risk management for derivatives investment. In addition, stress test must be conducted while contingency plan must also be prepared. Mutual funds for AIs setting maximum limits of derivatives
required to employ Value-at-Risk (VaR) approach in determining global exposure to better reflect market risk. Also, the funds must run stress test and back test along with disclosing information on VaR in
establish them as the industry standard for Thailand’s digital asset sector. The SEC and the TDO will rigorously and continuously monitor and evaluate the effectiveness of these measures to ensure optimal
Even though the Thai financial system remains strong, with commercial banks holding healthy levels of capital and liquidity reserves, the liquidity stress and the resulting irregularity in the
clearing house shall regularly assess the adequacy of the value of the financial resources for covering credit risk and liquidity risk, by at least conducting the following tests: (1) a daily stress test
, by at least conducting the following tests: (1) a daily stress test using the scenario, parameter and assumption conforming to the guideline approved by the risk management committee which shall cover
liquidity management tools, and stress test on liquidity risk according to international standards. On 20 October 2020, the Capital Market Supervisory Board Meeting No. 17/2563 passed a resolution