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PS20/25 – The Strong and Simple Framework: The simplified capital regime for Small Domestic Deposit Takers (SDDTs) – near-final

AI Analysis

Executive Summary

**PS20/25** represents the second and final phase of the PRA's "Strong and Simple Framework," establishing a significantly simplified capital regime for Small Domestic Deposit Takers (SDDTs) while maintaining their resilience. This near-final policy statement, published on 28 October 2025, fundamentally restructures capital requirements, liquidity rules, and operational frameworks for SDDTs—a critical development for smaller deposit-taking institutions seeking regulatory relief from disproportionate compliance burdens.

What Changed

The simplified capital regime introduces structural changes across all three pillars of capital requirements: Pillar 1 (Risk-Weighted Assets) - SDDTs must apply Basel 3.1 standardised approaches for credit risk and operational risk, with specific simplifications. - Due diligence requirements in the standardised approach to credit risk are disapplied for SDDTs. - Counterparty credit risk (CCR) for derivatives and credit valuation adjustment (CVA) risk are disapplied (with minor exceptions). - Market risk framework is simplified, with SDDTs applying the credit risk approach to trading book positions and removal of foreign-exchange and commodity risk capital requirements. - The Interim Capital Regime (ICR) will be removed upon implementation. Pillar 2 (Supervisory Review) - Pillar 2A method

What You Need To Do

  • *For SDDTs Currently Operating or Considering Entry
  • *Notification Decision – Determine whether to enter the SDDT regime and submit notification to the PRA by 31 March 2026 if seeking to benefit from simplified rules
  • *Policy Review – Conduct comprehensive review of PS20/25, related policy statements (PS18/25, PS19/25, PS8/25, PS14/25), and supporting methodologies (SoP5/25, SS4/25, amendments to SoP2/23)
  • *Capital Calculation Transition – Prepare systems and processes to transition from current capital calculation methodologies to Basel 3
  • Removal of CCR and CVA calculations for derivatives
  • Simplified market risk framework implementation

Key Dates

31 March 2026 – Deadline for firms wishing to enter the SDDT regime to notify the PRA and benefit from the simplified framework at implementation. DEADLINE
1 January 2027 – Implementation date for the simplified capital regime for SDDTs; the Interim Capital Regime will no longer apply.
2026 (specific date TBD) – PRA to make final rules and policy covering the entire Basel 3.1 package once HM Treasury makes commencement regulations to revoke relevant CRR provisions.
2027 (specific date TBD) – PRA to implement restatement of CRR requirements (PS19/25).

Compliance Impact

Urgency Rating: HIGH

Who is Affected

*Primary Stakeholders:Small Domestic Deposit Takers (SDDTs)taking.Firms considering SDDT status*Secondary Stakeholders:Parent companies and holding companiesCompliance and risk management teamsAuditors and external advisors

Summary

Policy Statement 20/25

Relevant Firm Types

Bank
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