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SEC joins hands with BOT to avoid duplicate reporting of portfolio and derivative investment abroad of mutual funds and provident funds



Friday 9 August 2019 | No. 94 / 2019


Bangkok, Friday 9 August 2019 - SEC is conducting a public hearing on the improvement in a portfolio report of outward foreign investment and derivative of mutual funds and provident funds after holding a discussion with the Bank of Thailand (BOT) to reduce burdens on business operators submitting the same reports. So, both agencies have agreed to exchange information in order to ensure effective supervision.

Currently, asset management companies have roles in reporting their portfolio outward foreign and derivatives of mutual funds and provident funds  to both SEC and BOT on a monthly basis. In order to reduce the asset management companies’ reporting burdens, SEC held a discussion with BOT and reached a joint decision that BOT would use information in the report that mutual fund and provident fund operators file with SEC, instead of using BOT’s portfolio and derivative  investment aboard (PIA) form.

To ensure complete information in the report which will replace the PIA, SEC has proposed the following changes to be made to the report so that more comprehensive information can be obtained as needed, for example, 1) country code of the securities issuer, 2) average cost of securities denominated in currencies of the foreign investment fund, 3) face value of securities denominated in currencies of the foreign investment fund, 4) fair value denominated in currencies of the f foreign investment fund, 5) notional value* of derivatives denominated in currencies of the foreign investment fund, and 6) mark-to-market** profit and loss denominated in currencies of the foreign investment fund.

The consultation paper can be found at www.sec.or.th/hearing. Stakeholders and interested parties are welcome to give comments and suggestions via SEC’s website, or email: arthipha@sec.or.th. The public hearing ends on 9 September 2019.

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* notional value is the contract value of derivatives

** mark to market is an accounting practice to record the value of a financial instrument according to its fair value