MAS support - Atoti Hub

The Monetary Authority of Singapore (MAS) has set out their requirements for FRTB in MAS Notice 637–Risk Based Capital Adequacy Requirements, published September 2023. Full capital adequacy and disclosure requirements have been effective since January 2025. contains a “MAS” parameter set that configures the calculations to be compatible with Notice 637. The parameter set is defined in the configuration/MAS directory.

Differences with BCBS

Parameter	BCBS value	MAS value	BCBS reference	MAS reference	Description
`sa.fx.reporting-currency`		`SGD`			The reporting currency is set to Singapore Dollar (SGD).
`sa.girr.major-ccy-adjustment`	`true`	`true`	MAR 21.44	8.2.92	Dividing the risk-weights for major currencies by √2 is optional for BCBS and mandatory for MAS.
`sa.girr.inflation-basis-adjustment`	`true`	`false`	MAR 21.44	8.2.92	The risk-weights for inflation and cross-currency basis curves are not divided by √2.
`sa.fx.major-ccy-adjustment`	`true`	`true`	MAR 21.88	8.2.140	Dividing the risk-weights for specified currency pairs by √2 is optional for BCBS and mandatory for MAS.
`sa.fx.use.fx-divider`	`true`	`true`	MAR 21.98	8.2.152	Dividing the qualifying CVR values by 1.5 is optional for BCBS and mandatory for MAS.

​Differences with BCBS

Differences with BCBS