Risk Characteristics of the Stock Exchange of Thailand in Commercial Bank

Abstract

Commercial banks are high-risk businesses that impact the domestic economy. A study of the risk profiles of listed companies in the Stock Exchange of Thailand (SET) in the commercial banking sector between 2018 and 2024, compiled data from the annual information filings (Form 56-1) of 11 commercial banks, revealed that over the past seven years, listed commercial banks disclosed financial risk and other relevant aspects that are beneficial to customers, investors, and the commercial banks themselves.
The study of risk characteristics and risk impacts, which analyzed and collected data from the risk disclosures in form 56-1, found four types of commercial bank risks: strategic risk, operational risk, Reporting and compliance risks. In addition, significant environmental, social and governance (ESG) risks have been identified that have a negative impact on credibility. Banks should assess risks and develop risk mitigation plans to minimize losses.