In addition to the Dusit Palace, the prodigious King Chulalongkorn (Rama V) also ordered the construction of Bang Khun Phrom Palace on the riverfront around the turn of the twentieth century. In addition to the palace building, he also ordered the construction of the "Newlyweds Mansion" (Tamnak Haw) in 1903 for the just-married Prince Paribatra.
The old Bang Khun Phrom Palace, now housing the museum of the Bank of Thailand
The Prince and his bride lived in the palace grounds until they went into exile after the 1932 revolution overthrowing the absolute monarchy. The palace came into posession to the finance ministry, and was in turn rented to the Bank of Thailand. In 1998, Tamnak Haw was moved to the grounds of Vimanmek Mansion in Dusit. But the main palace building is still in the grounds of the Bank of Thailand. The palace building now houses the museum of the Bank of Thailand, displaying, for the most part, the history of Thai coins and bank notes, as well as the history of money in general in Southeast Asia. There is also a large room dedicated to the late Prince Paribatra as well. It's quite a fascinating display, and the building itself is absolutely beautiful, inside and out.
The museum is open Monday to Friday, except holidays, from 9:00 am until 4:00 pm. Admission is free. You must dress appropriately (men in full length pants, no tank tops, etc.) and bring some form of picture identification (passport) to leave at the front desk. Although there are a few entrances to the large compound, the one handiest for the museum is off the road running under the Rama VIII bridge.
The modern offices of the Bank of Thailand
The new building next to the old palace is also worth a look. It's one of the few really good examples of modern architecture in Bangkok.