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
- Strategic Risk
- Market Risk
- Credit Risk
- Liquidity Risk
- Operational Risk
- Risk Rating
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.