RAROC profiles and pricing benchmarks for 1 Singapore banks, sourced from Pillar 3 disclosures.
OpenRAROC tracks 1 banks headquartered in Singapore with a combined corporate credit exposure of EUR 317bn. The average Singapore bank in our dataset has a cost-to-income ratio of 40.0% and an average corporate probability of default of 1.82%. On a representative BBB+ EUR 25M 5-year term loan, these banks generate an average RAROC of 8.18%.
On the standard sample deal, DBS Group is the cheapest lender in Singapore, requiring just 224bp to hit a 12% RAROC hurdle. The most expensive is DBS Group at 224bp — a difference of 0bp on the same deal. For a EUR 25M facility, that's EUR 0 per year in interest expense.
RAROC computed on a representative BBB+ rated, 5-year, EUR 25M term loan at 150bp spread. Click any bank for its full profile.
| # | Bank | C/I | Avg PD | LGD | EAD | RAROC | Min spread |
|---|---|---|---|---|---|---|---|
| 1 | DBS Group | 40.0% | 1.82% | 40.0% | EUR 317bn | 8.18% | 224bp |
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