:: News&Events

13/10/14

Government’s Inflation-Linked Bond (ILB) is calculable on iRisk (Market VaR 5.0).

 

ThaiBMA will improve the market VaR calculation methodology for Inflation-Linked Bond (ILB) on October 16th, 2014. As a result, iRisk’s user can effectively perform VaR calculation of government issued Inflation-Linked Bond from that date onwards.

For more information, please contact Bond pricing and product development department (iRisk Team) via Tel. 0-2257-0357 ext. 215 and 210 or E-mail address : irisk@thaibma.or.th

 
05/02/14

ThaiBMA will change BAAC's bond symbols according to the policy of Public Debt Management Office (PDMO); Ministry of Finance.
 

In accordance with the policy announced by Public Debt Management Office (PDMO), Ministry of Finance, ThaiBMA symbol of the bonds issued by Bank for Agriculture and Agricultural Cooperatives (BAAC) listed below will be changed being effective from March 29th, 2014, 12.00 P.M. onwards. Therefore, the iRisk’s VaR calculations could be conducted perfectly only if the new symbols are used. 

Number Old Symbol New Symbol
1 BAAC148A GGLB148A
2 BAAC14OB GGLB14OA
3 BAAC152C GGLB152A
4 BAAC153A GGLB153A
5 BAAC156A GGLB156A
6 BAAC156B GGLB156B
7 BAAC157A GGLB157A
8 BAAC157B GGLB157B
9 BAAC157C GGLB157C
10 BAAC159B GGLB159A
11 BAAC159C GGLB159B
12 BAAC15OA GGLB15OA
13 BAAC162A GGLB162A
14 BAAC163A GGLB163A
15 BAAC164A GGLB164A
16 BAAC166A GGLB166A
17 BAAC16NA GGLB16NB
18 BAAC16OA GGLB16OA
19 BAAC189B GGLB189A

Please refer to ThaiBMA Press Release No. 2/2557

For more information, please contact Bond pricing and product development department (iRisk Team) via Tel. 0-2257-0357 ext. 215 and 210 or
E-mail address : irisk@thaibma.or.th

 
 
 

More News & Events 2013 >>

 
 
 
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