net interest income that rose Baht 4,483 million, or 5.00 percent, which came mainly from rising interest income from investments and interest income from interbank and money market items, as well as
management. Furthermore, KBank enhanced processes and statistical models for stress testing in keeping with the changing economic conditions and risk trends. We also put in place guidelines for handling
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
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
Excellence About Us SHARE : Detail Content Toward International Excellence The SEC stress the importance of practices in compliance with the international standards, so that the Thai capital
Health to provide guidance of stress management during the movement control period on digital media. Lastly in support of “Klong Toey Dee Jung” project, the Company made the donation of face shields to
processes and econometric models for stress testing to ensure that KBank’s business growth is within the approved risk limit while improving efficiency in our risk and loan loss reserve management as well as
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