Head of Compliance
worldwide is expected to show improvement, which is likely to coincide with gradually rising inflationary pressure. Inflation is set to edge up amid soaring oil prices in the global market where this year’s
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
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