The banking business is inherently risky and banks are insolvency-prone. Financial regulators around the globe saw the Global Financial Crisis (GFC) of 2007-09 as a wakeup call. They strengthened standards of prudential regulation, known as Basel III, and responded to the problem that failing banks cannot be liquidated in ordinary insolvency proceedings like other private entities. Because of the cross-border relevance of bank failures, the G20 agreed on an aligned approach to resolution at its 2009 Pittsburgh Summit. As a result, the Financial Stability Board (FSB) issued its ‘‘Key Attributes of Effective Resolution Regimes for Financial Institutions” in 2014, and national resolution regimes are entering into force in financial centres around the world. Singapore is fully compliant with Basel III and the Key Attributes of Effective Resolution Regimes for Financial Institutions, but deviates from the proposed standards in areas in which such deviations are permissible. It exempts banks with no systemic importance from the Liquidity Coverage Ratio and Net Stable Funding Ratio requirements and chooses a very specific concept for its version of the resolution funding arrangement for financial institutions in resolution. The latter aspect warrants discussion as does the restricted approach to bail-ins of liabilities applied by Singapore’s regulator, the Monetary Authority of Singapore (MAS). It is argued here that large-scale bail-ins could boost Singapore’s reputation as a financial market with low risks from the banking industry, and that less reliance on expansionary monetary policy for bank recapitalizations could benefit Singapore in the event of a more serious banking crisis.