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
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
several days. When the client ordered to sell the securities actually sold by {A}, he instead sent the selling order for other securities of the client. {A} admitted that job stress caused him to decide to
ได้ และเปิดเผยในหนังสือชี้ชวน รวมทั้งต้องมีระบบบริหารความเสี่ยงที่สามารถรองรับการลงทุนในสัญญาซื้อขายล่วงหน้าอย่างเหมาะสม โดยจัดทำแบบทดสอบภาวะวิกฤต (stress test) เพื่อประเมินและเตรียมแผนรองรับผลกระทบที่
และ 2 ของแตล่ะ entity exposure ตอ่ราย entity : เทยีบกบั issue size / market cap. วธิทีี ่1 • เทยีบหลักทรัพยร์ายตัวกบั market cap. / issue amount ของหลักทรัพยนั์น้ • หาคา่ความเสีย่งตามสดัสว่นทีแ่สดงใน
for its investment in Nam Ngum 3 project for THB 205.75 million by means of disposing some assets of the project to the governmental entity of Lao PDR. The higher-than-the project investment of THB