BOT has revised rules on the standardized approach for calculating credit risk weighted assets for commercial banks, since the status of some assets has changed from the previous requirements of BOT. Additionally, BOT has revised rules on the liquidity coverage ratio (LCR), as LCR guidelines contain material references to the types of counterparties in accordance with the rules on calculation of credit risk-weighted assets for commercial banks under the standardized approach. The revisions have been effective from March 24, 2020.
Related Links (in Thai)
- Announcement on Revision to Rules on Credit Risk-Weighted Assets
- Announcement on Revision to LCR Rules
Effective Date: March 24, 2020
Keywords: Asia Pacific, Thailand, Banking, LCR, Basel III, Standardized Approach, Risk-Weighted Assets, Credit Risk, BOT
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