increased significantly with loss allowance based on 12 month expected credit loss. Stage 2: financial assets where the credit risk has significantly increased and Stage 3: credit-impaired financial assets
unrated Credit rating International Credit Rating AA, A BBB BBB unrated 2. (Market Risk) 25% 3. (Exchange Rate Risk) 4. (High Issuer Concentration Risk) ≤10% 10-20 % 20-50 % 50-80
Credit Rating AA, A BBB BBB unrated 2. (Market Risk) 25% 3. (Exchange Rate Risk) 4. (High Issuer Concentration Risk) ≤10% 10-20 % 20-50 % 50-80 % >80% 5. (High Sector Concentration
Credit rating International Credit Rating AA, A BBB BBB unrated 2. (Market Risk) 25% 3. (Exchange Rate Risk) 4. (High Issuer Concentration Risk) ≤10% 10-20 % 20-50 % 50-80 % >80% 5
*,+ #E*&&IJdก% +#*%D%/ • d ,%% I%&& D 2&2#% 1 ,+ ก% # % // % C */ ,+ 9ก% 9 C%ก CAC ก% C+ ก% D/% 2# :* 2# : % NAV , ก% D/% 2# : ก% C+ ก% Dd ก/ %% 5 +98 ก* d ก/ %% Credit rating % NAV F9%, & AAA 100.00
$" ," +" ) 1) 2 ก + (Credit Risk) & " +'ก$?กก ก , ""$' &+/"&3 !#ก /$ 2 ก + (Event risk) - # $%&' + +$'*$ก $ 'ก 'ก/ ก ' / ''ก ) กก / $'!" ก * 2 #' &ก' &(, &' 21 % 2566 ** "'ก ' กก# " + !ก
+ (Credit Risk) & " +'ก$?กก ก , ""$' &+/"&3 !#ก /$ 2 ก + (Event risk) - # $%&' + +$'*$ก $ 'ก 'ก/ ก ' / ''ก ) กก / $'!" ก * 2 #' &ก' &(, &' 20 % 2566 ** "'ก ' กก# " + !ก# & ก$ก
$" ," +" ) 1) 2 ก + (Credit Risk) & " +'ก$?กก ก , ""$' &+/"&3 !#ก /$ 2 ก + (Event risk) - # $%&' + +$'*$ก $ 'ก 'ก/ ก ' / ''ก ) กก / $'!" ก * 2 #' &ก' &(, "D) & กก Bloomberg &' 19 +$" 2565
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- + 'ก '($ '2& ก $" ," +" ) 1) 2 ก + (Credit Risk) & " +'ก$?กก ก , ""$' &+/"&3 !#ก /$ 2 ก + (Event risk) - # $%&' + +$'*$ก $ 'ก 'ก/ ก ' / ''ก ) กก / $'!" ก * 2 #' &ก' &(, "D) & กก