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PS6/26 – Recognised exchanges policy and transfer of main indices

AI Analysis

Executive Summary

PS6/26 finalizes the PRA's policy on recognized exchanges (REs) under Article 4(1)(72)(c) of the UK CRR, shifting responsibility to firms for assessing exchange and asset liquidity conditions while restating main indices in the PRA Rulebook and revoking SS20/13. This matters for PRA-regulated firms as it enables more dynamic, risk-sensitive capital treatments for traded assets, potentially expanding eligible REs and supporting competitiveness without PRA pre-approval. #

What Changed

  • - New Recognised Exchanges (CRR) Part in the PRA Rulebook: Specifies conditions for REs focusing on (i) exchange/market structure risk (e.g., operational robustness of clearing/settlement) and (ii) asset liquidity risk; firms must assess and document
  • Restatement of main indices: List from Commission Implementing Regulation 2016/1646 moved to PRA Glossary without policy changes.
  • Amendment to 'higher risk equity exposure' definition: Aligns with Basel 3.1 near-final rules, excluding qualifying listed equities from higher risk weights under the standardized approach (ties to exchange structure but not liquidity).
  • Revocation of SS20/13: Deletes the supervisory statement on third-country equivalence and REs; consequential amendments to Counterparty Credit Risk (CRR), Credit Risk Mitigation (CRR), and SDDT – Interim Capital Regime Parts.
  • Minor clarifications: Edits to scope and assessment of clearing/settlement mechanisms for overseas exchanges.
  • Firms can rely on industry assessments but remain accountable; no PRA application required.

Suggested Considerations

  • Assess exchanges/assets: From 1 July 2026, evaluate overseas exchanges against new conditions (market structure, liquidity); document processes and update periodically; align with internal credit risk models.
  • Update policies/systems: Revise credit risk, counterparty credit risk, and CRM frameworks to incorporate firm-led RE assessments; remove references to revoked SS20/13.
  • Review exposures: Reassess equity exposures for Basel 3.1 alignment; test industry-shared assessments for accuracy and own-accountability.
  • Governance: Embed in risk management; prepare for PRA thematic reviews on implementation.
  • Reporting: No new forms, but ensure CRR disclosures reflect updated RE treatments.

Key Dates

18 June 2025 DEADLINE
- Consultation deadline for CP3/25 (closed; feedback incorporated in PS6/26)
1 July 2026
- Implementation date for new RE rules, main indices restatement, SS20/13 revocation, and related Rulebook amendments
1 January 2027
- Proposed implementation for Basel 3.1 changes, including higher risk equity exposure amendments (alongside broader standards)

Compliance Impact

Urgency: High – Effective 1 July 2026 (approx. 4 months from now), requiring immediate gap analysis, policy updates, and assessor training to avoid capital miscalculations or supervisory findings. Impacts prudential calculations directly, with flexibility reducing PRA burden but increasing firm accountability and review risks.

Who is Affected

authorised UK banks, building societies, Small Domestic Deposit Takers (SDDTs), SDDT consolidation entities, PRA-designated UK investment firms, and PRA-approved/designated financial or mixed financial holding companies. International banks with UK operations may also need to review exposures to overseas exchanges.

AI-generated analysis. May contain errors or omissions — verify with the original PRA source before acting. Full disclaimer.

Summary

Policy statement 6/26

Relevant Firm Types

Bank
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