interest of our members. Principle 3: Oversee asset managers to make informed investment decisions and engage in active ongoing monitoring of investee companies. Investment decisions should take into account
Wattanatorn and Miss Watsachol Koosamart for comments and suggestions Agenda Introduction The Model : Black and Scholes (1973) Model Wilmott (1994) Model The Analysis of Hedging Error The Data Empirical Result
style can be analyzed through performance-based, holding-based and transaction-based framework. Fund return, correlation, tracking error Portfolio turnover, Transactional data Fund constituent (Name and
financial statements are free from material misstatement, whether caused by fraud or error. Yet, our audit inspections have uncovered the following deficiencies: In some engagements, the auditors did not
(UNOFFICIAL TRANSLATION) Codified up to No.12 As of 6 August 2018 Readers should be aware that only the original Thai text has legal force and that this English translation is strictly for reference. FNotification of the Capital Market Supervisory Board No. Tor Nor. 1/2554 Re: Rules, Conditions and Procedures for Establishment and Management of Infrastructure Funds _____________ By virtue of Section 16/6 of the Securities and Exchange Act B.E. 2535 (1992), as amended by the Securities and Exchan...
. 2535 (1992) (SEC Act). Pursuant to the SEC Act, the SEC is empowered to supervise and develop the primary and secondary markets of the country’s capital market system as well as securities-related
risk management. 4. There should be an establishment of a compliance unit to supervise and monitor the operation that is independent from the management and other units. 5. Operation conducted with
stakeholders in the ecosystem of financial reporting preparation in order for them to discharge their duties more efficiently and effectively. Meanwhile, the SEC will continue on the core mission to supervise
about policies, strategies and performance of the SEC. We aim to supervise and develop the Thai capital market to become the essential mechanism driving sustainable economy and determined to perform that