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113

Capital Adequacy: Internal Ratings-based Approach to Credit Risk

APS
113
APG
113
ARS
113
ARS
113.1
ARS
113.2
ARS
113.3
ARS
113.4
Prudential Standards (1)
In Force
In effect from 1 January 2013
This Prudential Standard sets out the requirements that an authorised deposit-taking institution that has approval to use an internal ratings-based approach to credit risk must meet both at the time of initial implementation and on an ongoing basis for regulatory capital purposes.
Guidance (1)
Current
Issued January 2013
APS 113 Capital Adequacy: Internal Ratings-based Approach to Credit Risk sets out APRA’s requirements of authorised deposit-taking institutions (ADIs) to manage and measure credit risk under the internal ratings based approach. This prudential practice guide aims to assist ADIs in complying with those requirements.  |  File type: PDF  |  File size: 102.04 KB
Reporting Standards (5)
In Force
In effect from 1 April 2018
This Reporting Standard outlines the overall requirements for the provision of information to APRA in relation to an authorised deposit-taking institution’s corporate (including specialised lending and SME corporate), sovereign and bank exposures under the foundation internal ratings-based approach to credit risk.
In Force
In effect from 1 April 2018
This Reporting Standard outlines the overall requirements for the provision of information to APRA in relation to an authorised deposit-taking institution’s corporate (including specialised lending and SME corporate), sovereign and bank exposures under the advanced internal ratings-based approach to credit risk.
In Force
In effect from 1 April 2018
This Reporting Standard outlines the overall requirements for the provision of information to APRA in relation to an authorised deposit-taking institution’s retail exposures under the internal ratings-based approach to credit risk.
In Force
In effect from 1 January 2013
This Reporting Standard outlines the overall requirements for the provision of information to APRA in relation to an authorised deposit-taking institution’s other assets, claims and exposures that are not otherwise defined in Prudential Standard APS 113 Capital Adequacy: Internal Ratings-based Approach to Credit Risk.