Guidelines
 Published Date: 06 January 2005

Guidelines on IRB Adoption

Guidance on adopting the Internal Ratings-based Approach (IRB), including when they will be permitted to adopt IRB and the parameters for an IRB rollout.
Applies to: Full Bank (Locally Incorporated) , Wholesale Bank (Locally Incorporated)
View Document Guidelines on IRB Adoption (192.3 KB)

These guidelines apply to all financial institutions (FIs) incorporated in Singapore that intend to adopt IRB for calculating regulatory capital requirements.

They cover topics such as:

  • Application process for supervisory permission.
  • Parameters for a bank's IRB rollout.
  • Elements required through statutory instruments.
  • Supervisory expectations for FIs.

See also: