account, bond dealing, private repos and other investments. The Company’s DW business was significantly impacted by the extreme volatility of the Thai stock market during March 2020. The Company is a market
on financial instruments in the nine month period of 2020 were Baht 224 million, a decrease of 82 percent compared to the nine month period of the previous year, due to the extreme volatility and sharp
using the scenario, parameter and assumption conforming to the guideline approved by the risk management committee which shall cover the extreme but possible events of market volatility; (2) a quarterly
the extreme but possible events of market volatility; (2) a quarterly reverse stress test. The derivatives clearing house shall file the report on results of the tests under (1) and (2) with the SEC
markets leaving only GR investors in the population resulting in extreme and random volatility. GR investors seek risky activities in all aspects of gambling in addition to equity markets when conditions
) Positively related Negatively related Observable factorsExercise price (K) Negatively related Positively related Time to expiration (T) Positively related Positively related* Volatility (𝝈) Positively related
Slide 1 Determinants of Return and Volatility Spillovers in the International Equity Markets Yuthana Sethapramote, Ph.D. Graduate School of Development Economics National Institute of Development
ไดรบัอนุญาต ตองจัดใหมีการเปดเผยขอมูลเพื่อเปรียบเทียบคาความผันผวนแฝง (implied volatility) กับคาความผันผวนในอดีต (historical volatility) บน website ของผูออก DW โดยเปนการเปดเผย อยางตอเนื่อง
เปดเผยสูตรการคํานวณราคา และ factor ที่ใชในการคํานวณตาม แนวทางที่ IB club กําหนด เห็นดวยตามหลักการที่เสนอ - 2. การเปดเผยขอมูล historical volatility ไวในแบบ filing ไมเห็นดวยเน่ืองจากขอมูลดังกล
countries vulnerable to extreme weather related events • Since, company is dependent on import of raw materials like iron ore and coal from its captive mines+ other geographies, we assume it will be