Filter
- Regulatory updates 55
- Basel 3.1 32
- Risk management 13
- CRR2 8
- ICAAP 8
- Regulatory reporting 8
- Stress testing 8
- ILAAP 7
- Climate Risk 5
- IRRBB 5
- Liquidity Risk 5
- USA 5
- Solvent Exit 4
- k-alm 4
- Capital adequacy 3
- Internal news 3
- Market updates 3
- Recovery plan 3
- AML 2
- Deposit Aggregators 2
- Model Risk Management 2
- SDDT 2
- Transformation 2
- ECL 1
- Events 1
- Financial Crime 1
- IFRS 9 1
- Operational Risk 1
- Resolution 1
Introducing the Katalysys Quarterly (KQ)
For years, our clients have benefited from regular discussions, practical insights and perspectives on the issues shaping their businesses and the wider regulatory landscape.
We’re now bringing those insights together in a new quarterly publication, giving clients a resource they can return to whenever they need it.
In our inaugural edition, we explore a range of important and often sensitive topics, including regulatory change, climate-related challenges and Skilled Person Reviews.
CP13/26: PRA Proposes Automatic Indexation of Regulatory Thresholds - What It Means for Non-Systemic UK Banks
On 7 October 2026, the Prudential Regulation Authority (PRA) published Consultation Paper CP13/26 – Updating regulatory thresholds: An autopilot approach, setting out a proposed framework to minimise “prudential drag” by automatically indexing 128 regulatory thresholds across the PRA Rulebook and PRA guidance in line with UK nominal GDP. Responses to both the consultation and the associated discussion paper are due by 7 February 2027.
Basel 3.1 and SDDT: where non-systemic UK banks are on the implementation journey
Most firms have moved beyond impact assessment. The hard work now is documenting judgements, configuring reporting, running credible parallel calculations and securing board confidence before 1 January 2027.
PS16/26: PRA Finalises Rule Changes to Accommodate HM Treasury's Overseas Prudential Requirements Regime (OPRR)
On 19 February 2026, the Prudential Regulation Authority (PRA) published Consultation Paper CP3/26, setting out proposed amendments to the PRA Rulebook to reflect the implementation of HM Treasury's (HMT) Overseas Prudential Requirements Regime (OPRR). Following consultation, the PRA published Policy Statement PS16/26 on 14 July 2026, confirming its final rules.
PS15/26 – Pillar 2A Review Phase 1: Final Policy
The PRA has published Policy Statement 15/26, concluding the first phase of a two-stage review of its Pillar 2A methodologies and supporting guidance. This article summarises the impact for firms.
Basel 3.1 Real Estate Risk Weight Simulator
Explore how exposure sub-classifications shape risk weights under the Basel 3.1 real estate framework. Test different scenarios and see how individual factors drive the outcome.
For illustrative and educational purposes only. Not a substitute for formal regulatory analysis.
Regulatory Reporting Transformation
Regulatory reporting has traditionally been viewed by banks as a necessary but resource-intensive compliance exercise. However, with the introduction of Basel 3.1 and the UK’s Simplified Capital Regime, firms are now presented with a timely opportunity to re-think their approach. Rather than treating regulatory change as a constraint, firms can instead use it as a catalyst for a broader transformation that drives improvements in governance, data quality, systems, and overall operational efficiency.
Basel 3.1-compliant Capital Stress Testing (CST) tool
Basel 3.1-compliant capital stress testing tool
UK Basel 3.1: Overview of the final rules
On 20 January 2026, the PRA published PS1/26, finalising Basel 3.1 rules and related policy materials. The package largely confirms the near-final policy, with minor clarifications. This article provides an overview of the final rules. This article provides an overview of the final UK Basel 3.1 rules.
UK Basel 3.1: Credit valuation adjustment and counterparty credit risk
This article outlines the key changes to the calculation of Credit valuation adjustment and counterparty credit risk, as part of the Basel 3.1 final rules (PS1/26).
UK Basel 3.1: Credit risk standardised approach – real estate exposures
This article highlights the key changes to real estate exposures under the standardised approach to credit risk, as set out in the final Basel 3.1 rules (PS1/26).
UK Basel 3.1: Operational risk - standardised approach
This article highlights the key changes to the calculation of own funds requirement for operational risk, as set out in the final Basel 3.1 rules (PS1/26).
UK Basel 3.1: Credit risk standardised approach – exposures to corporates
This article highlights the key changes to exposures to corporates under the standardised approach to credit risk, as set out in the final Basel 3.1 rules (PS1/26).
UK Basel 3.1: Credit risk standardised approach – retail exposures
This article highlights the key changes to the retail exposure class under the standardised approach to credit risk, as set out in the final Basel 3.1 rules (PS1/26).
UK Basel 3.1: Credit risk standardised approach – exposures to institutions
This article outlines the changes relating to exposures to institutions under the standardised approach of credit risk, as part of the Basel 3.1 final rules (PS1/26).
UK Basel 3.1: Market Risk
This article outlines the key changes to the calculation of market risk capital requirements as part of the Basel 3.1 final rules (PS1/26).
UK Basel 3.1: Credit risk standardised approach – exposures in default
This article highlights the key changes to exposures and default under the standardised approach to credit risk, as set out in the final Basel 3.1 rules (PS1/26).
UK Basel 3.1: Reporting changes
This article outlines the reporting changes, as set out in the final Basel 3.1 rules (PS1/26).
Simplified Capital Regime for Small Domestic Deposit Takers (SDDTs) - PS4/26
On 20 January 2026, the PRA published PS4/26, finalising SDDT rules and related policy materials. The package largely confirms the near-final policy, with minor clarifications. This article provides an overview of the final rules.
UK Basel 3.1: Credit risk standardised approach – off-balance sheet items
This article highlights the key changes to the treatment of off-balance sheet items under the standardised approach to credit risk, as set out in the final Basel 3.1 rules (PS1/26).