ถูก exercise โดยสามารถคำนวณได้จาก option price model เช่น จาก Black-Scholes’ model อนุพันธ์ สถานะเทียบเท่า (equivalent position) การคำนวณค่าความเสี่ยง General market risk Specific risk short put option
company which wishes to make offering convertible bonds at lower market price to a specific person (placement), the applicant has complied with additional requirement as prescribed in Clause 13/1; (6) the
Market Price as stipulated in the Notification of the Capital Market Supervisory Board No. TorJor. 72/2558 re Approving a Listed Company to Offer Newly Issued Shares to Specific Investors. http
(face value) 8 8+2 [1 - n(d2)] ,
General market risk Specific risk short put option 1. long the underlying asset = (1- option delta) x current value of the underlying asset (NAV) ค านวณผลขาดทนุจากการเปล่ียนแปลง ราคา option ตามวิธี scenario
; หลักเกณฑ์ปัจจุบัน : กำหนดให้ค่าความเสี่ยงประกอบด้วย general market risk และ specific risk
crisis situations, by employing liquidity stress tests covering three scenarios, i.e., liquidity crises that are either bank-specific, market-wide, or a combination of both circumstances. In addition
employing liquidity stress tests covering three scenarios, i.e., liquidity crises that are either bank-specific, market-wide, or a combination of both circumstances. In addition, KBank applies world-class