MAS support - Atoti Hub

The Monetary Authority of Singapore (MAS) has set out its 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