ค่าความเสี่ยงสูงสุด (stress test) และค่าความผันผวนสูงสุดที่แหล่งเงินทุน สามารถรองรับได้ (reverse stress test) 1.1 (1) ข้อมูลค่าความเสี่ยงสูงสุด (stress test) และค่าความผันผวนสูงสุดที่แหล่งเงินทุน สามารถ
เสี่ยงสูงสุด (stress test) และค่าความผันผวนสูงสุดที่แหล่งเงินทุน สามารถรองรับได้ (reverse stress test) 1.1 (1) ข้อมูลค่าความเสี่ยงสูงสุด (stress test) และค่าความผันผวนสูงสุดที่แหล่งเงินทุน สามารถรองรับได้
business continuity plan to minimise disruption to operations and ensure that the business remains viable during the virus outbreak. • Perform stress test to evaluate impacts on the business, financial
implemented a COVID-19 business continuity plan to minimize disruption to operations and ensure that the business remains viable during the virus outbreak. • Perform stress test to evaluate impacts on the
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
previous quarterly. To: The President The Stock Exchange of Thailand Not yet recovered from the economic fever, world trade war Pushed to become infected with a new strain of the corona virus The IMF expects
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