Rules in Detail on Financial Resource and Risk Management of Securities Clearing Houses
Rules in Detail on Financial Resource and Risk Management of Derivatives Clearing Houses
แบบรายงานมูลค่าความเสียหายที่เกิดจาก operational risk
คู่มือ แนวทางการบริหารและจัดการความเสี่ยงทางด้านเทคโนโลยีสารสนเทศ (IT Risk Management Practice)
exposure in non-investment grade/unrated securities not exceeding 15% of NAV, the risk level should be at level 4. Medium-high risk 5 ▪ has net exposure in non- investment grade/unrated fixed securities in
maintaining high grade. (1) New Principles for the SEC: 9 Principles - The SEC received Fully Implemented for 8 out of 9 Principles, including systemic risk management, regulatory perimeter review to keep
/ $9ก) , (Foreign Exchange Rate Risk) D • ก, C.;ก$ : #$ ก : ก ก, C.ก$ )* , (buy-and-hold) 5*:$) , / 1 2 3 4 5 6 7 8 4 : ) ,$ก$ $/ ;-C:/ F:$ 95/ $$ )ก B*, / $$ non-investment grade / unrated +)ก
/ $8ก) , (Foreign Exchange Rate Risk) C • ก, B.:ก$ 9 #$ ก : ก ก, B.ก$ )* , (buy-and-hold) 4*9$) , / 1 2 3 4 5 6 7 8 4 : ) ,$ก$ $/ :-B9/ E9$ 84/ $$ )ก A*, / $$ non-investment grade / unrated +)ก
#( , (Hedging) A#ก/ #7ก( , (Foreign Exchange Rate Risk) A • ก, @.Bก# 8 )# ก : ก ก, @.ก# (* , (buy-and-hold) 0*8#( , / 1 2 3 4 5 6 7 8 4 : ( ,#ก# #/ B-@8/ D8# 70/ ## (ก ?*, / ## non-investment grade