Bank of Thailand’s Risk-based Examination Manuals

The Bank of Thailand has a pretty comprehensive practice guide on risk measurement and management system for financial instutution. The document can be found in the Financial Institution Supervision section of BoT website. The sections available are

The guide is quite detailed, with definition of risk measures, data collection requirements, simulation methodology, back testing, risk limit setting, and roles & responsibilities of the board and risk manager.

The document is translated from the official Thai version.