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

classified as D-SIBs. D-SIBs are required to maintain the additional CET1 of 1 percent of risk weighted assets and the ratio will be gradually phased-in 0.5 percent by January 1, 2019, and 1 percent by January

No. KorThor. 3/2551 Re: Additional Determination of Type of Juristic Person Classified as Institutional Investors _____________ By virtue of Clause 3 and Clause 9 of the Derivatives Act B.E.2546 (2003

and Investment Consultant dated January 18, 2012; classified as prohibited characteristics of personnel in capital market according to Clause 6(1) and (2) of the of the Notification of Capital Market

includes translation adjustment and cash & cash equivalents of subsidiaries which classified as assets held for sale (THB mn) MANAGEMENT DISCUSSION & ANALYSIS 1Q 2020 15 MAY 2020 U CITY PCL 1Q 2020 - MD&A

Commission No. KorThor. 3/2551 Re: Additional Determination of Type of Juristic Person Classified as Institutional Investors _____________ By virtue of Clause 3 and Clause 9 of the Derivatives Act B.E.2546

Retail on the Stock Exchange of Thailand through the big lot trading process as soon as the stock exchange opens for trading. The transaction size of divestment of shares in WG is classified as the

Additional Determination of Type of Juristic Person Classified as Institutional Investors   02/04/2008 16/04/2008 2. Notification of the Securities and Exchange Commission  KorThor. 6/2547 Re: Additional

Additional Determination of Type of Juristic Person Classified as Institutional Investors   02/04/2008 16/04/2008 2. Notification of the Securities and Exchange Commission  KorThor. 45/2547 Re: Determination

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