% 44.0% 1.0% Expected Credit Losses In 2020, the Bank’s expected credit losses covers loans, interbank and money market items, debt securities which are not measured at fair value through profit or loss
Management and Risk Factors 8 2.1 Overall Risk Management 8 2.2 Risk Management 11 Credit Risk Management 11 Market Risk Management 15 Liquidity Risk Management 17 Operational Risk Management 18
Market Share (%) Net Loans Market Share (%) Sumitomo Mitsui Trust Bank (Thai) 48,455 0.26 16,862 0.13 36,180 0.30 Bank of China (Thai) 45,933 0.25 21,204 0.16 30,455 0.26 Thai Credit Retail Bank 45,230
Changes 5 2. Risk Management and Risk Factors 8 2.1 Overall Risk Management 8 2.2 Risk Management 12 Credit Risk Management 12 Market Risk Management 15 Liquidity Risk Management 16 Operational Risk
regulators, credit rating operate and the manner in which opinions of CRAs should be used by market participants. The IOSCO CRA Principles address four key objectives that are designed to promote informed
Commission, secondary market for debt instruments, the credit rating agency, register the debentures with the Thai Bond Market Association and/or any other agencies relating to such issuance and offering of
documents and evidence to the Office of the Securities and Exchange Commission, secondary market for debt instruments, the credit rating agency, register the debentures with the Thai Bond Market Association
บระเบียบและทําใหผูจัดการเงินทุนสามารถปฏิบัติตามกฎหมายหรือขอตกลง ท่ีผูกพันไวกับลูกคา 4 (ข) มีนโยบายและขัน้ตอนการปฏบัิติงานในการคาํนวณมูลคาตลาด (market price) ของสัญญาซื้อขายลวงหนา ตลอดจนผลกาํไรหรอื
% - Allowance for expected credit loss to NPL ratio /1 203.9% 220.2% 189.0% (16.3)% 14.9% Total capital adequacy ratio 18.48% 20.04% 18.12% (1.56)% 0.36% /1 Including interbank and money market lending The Bank’s
ตราสารดังกลาว และ 6 ความเสี่ยงที่เกีย่วของ (เชน credit risk market risk liquidity risk legal risk) เปนอยางดี และจะตอง เปนผูควบคุมดูแลการลงทุนใน Derivatives และ Structured Notes ใหเปนไปตามนโยบาย