Accelerating PRA PS 9/24 Compliance

PRA's latest update on capital adequacy, PS9/24, sets the stage for the final credit risk rules, output floor and disclosure requirements under Basel 3.1, now set for January 2026 deadline. While the six-month extension offers some breathing room, the pressure is on for firms to quickly tackle complex data and estimation challenges, thereby stay compliant and capital efficient.

This paper provides a practitioner's view of the new regulation (current capital regime to CP16/22 and further to PS9/24) and leveraging EXL’s CapFort™ to meet prudential requirements at accelerated pace.

From current capital regime to CP16/22 and further to PS9/24 - Key credit risk updates*

Current Capital

* Apart from this there are additional updates on exposure class allocation, specialised lending, currency mismatch rules, definition of real estate exposures and property valuation rules at origination

1. Standardised Credit Risk Assessment Approach 
2. Residential Real Estate 
3. Commercial Real Estate 
4. Property’s Loan-to-value ratio at origination 
5. Qualifying revolving retail exposure

EXL, a leader in regulatory capital and compliance, spent the last two years developing CapFort™ to tackle the CP16/22 guidelines. With specialised modules for data modeling and governance, RWA calculation, regulatory reporting, and stress testing, CapFort™ keeps firms ahead of the curve. We have now updated it to handle the changes introduced by PS9/24, with its four modules offering a clear roadmap for efficiently implementing Basel 3.1.

 

Data model

 

BaselBasel

 

Reporting module

 

To find out more on this and our other risk analytics and data offerings, please contact EXL EMEA Risk CoE:

Alok.Rustagi@exlservice.com

Manish.Dureja@exlservice.com