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

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

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

ได้ และเปิดเผยในหนังสือชี้ชวน  รวมทั้งต้องมีระบบบริหารความเสี่ยงที่สามารถรองรับการลงทุนในสัญญาซื้อขายล่วงหน้าอย่างเหมาะสม โดยจัดทำแบบทดสอบภาวะวิกฤต (stress test) เพื่อประเมินและเตรียมแผนรองรับผลกระทบที่

liquidity management tools, and stress test on liquidity risk according to international standards. On 20 October 2020, the Capital Market Supervisory Board Meeting No. 17/2563 passed a resolution

implementing anti-graft practices. Should they raise concern and seriously implement policy to fight against corruption, it will bring about social pressure to reinforce social performance, particularly for the