24th September 2026 | From 17:30 | New York, USA

Following welcome drinks, guests will join a Chatham House Rule discussion over a three-course dinner, bringing together senior banking executives to exchange perspectives on the forces shaping the next generation of regulatory reporting.

The discussion will explore:

• The impact of Basel Endgame and the evolving global regulatory landscape
• How banks are redesigning operating models and regulatory reporting capabilities for the future
• Balancing efficiency, transparency and greater reuse of regulatory data
• Why data standardisation is becoming the foundation for sustainable transformation
• The opportunities and practical challenges of applying AI in highly regulated environments
• How cloud infrastructure is enabling greater agility, resilience and innovation at scale

OSFI has a habit of telling the market what matters next. For Canadian banks, that is useful. It gives the industry something it rarely gets enough of: a clearer sense of timing.

That does not make the work any less complex. It just makes it easier to plan, and in regulatory reporting, planning is half the battle.

Why the schedule matters

The value of OSFI’s quarterly release model is simple. It creates rhythm. Banks know when updates are likely to land, when Industry Day will follow, and when questions can still shape the final detail.

That matters because regulatory change rarely sits neatly inside one team. Capital, liquidity, interest rate risk, disclosures, treasury, finance, policy, and reporting often end up in the same conversation. OSFI’s release pattern gives those teams a chance to get aligned before the deadline pressure starts building.

It also signals something more subtle. OSFI is not just publishing guidance. It is showing how it wants the industry to work: earlier, more coordinated, and with fewer surprises.

The dates to watch

The next big marker is the September 2026 Quarterly Release. OSFI has already set out a substantial package for that date, including the final Capital Adequacy Requirements Guideline for 2027, the revised implementation note on regulatory capital models, draft B-6 Liquidity Principles, the final B-12 Interest Rate Risk Management guideline, final Pillar 3 disclosures for interest rate risk, and the final guideline on capital and liquidity treatment for crypto-asset exposures.

That is not a small update list. It touches core balance sheet management, disclosure obligations, and the way banks think about risk in practice. For reporting teams, that means one thing above all: the implications will likely travel well beyond the policy function.

Then comes the November 2026 release, where OSFI has flagged draft CAR 2028 material and draft chapters of the Credit Risk Management Guideline. That suggests the capital conversation is not ending. It is shifting.

And in February 2027, OSFI has already pencilled in the next quarterly release, alongside another Industry Day. So the pattern continues. Release, review, respond, prepare again.

What reporting teams should do

The temptation with regulatory calendars is to treat them like background noise. That is a mistake.

The better approach is to read each release through an operational lens. What changes in the data? What changes in the controls? What changes in the sign-off chain? What has to be ready when the final wording lands?

That is where delays usually start. Not in the regulation itself, but in the handover between teams.

If a final guideline changes how an exposure is treated, or how it is disclosed, reporting teams need to be involved early. Otherwise the bank ends up retrofitting processes under pressure. That is when the work gets expensive, slow, and messy.

A smarter way to prepare

Banks that handle this well usually do a few things consistently.

They track consultation windows properly, not casually. They assign owners early. They bring policy and reporting together before the final text lands. And they treat implementation as part of the review process, not something to think about later.

That sounds obvious, but it is where many institutions still slip. The review starts, the document circulates, everyone agrees it is “important,” and then the real work gets pushed down the road. By the time deadlines are real, options are already narrowing.

A better habit is to ask, with every OSFI update, what it means in practice. Not in theory. In practice. What systems change? What evidence will be needed? What needs to be tested? What will the regulator expect to see if it asks questions later?

That is the difference between keeping up and staying ready.

What it signals

OSFI’s schedule is more than a list of dates. It is a signal about how the regulator expects the industry to operate. More predictably. More deliberately. With more room for discussion before the final version is locked in.

For Canadian banks, that is helpful. But only if they use it. The institutions that stay ahead will be the ones treating the schedule as a working tool, not a news page.

In 2026 and beyond, the real advantage will not come from seeing the release. It will come from being ready when it arrives.

23 September 2026 | From 17:30 | Toronto, Canada

An Invite‑Only Roundtable for Senior Regulatory Leaders with Deloitte and the Canadian Bankers Association.

Join senior regulatory leaders for an evening of peer discussion and networking, exploring how banks are responding to regulatory change, data transformation and the rise of AI. The discussion will be held under Chatham House Rule over a three-course dinner.

The discussion will explore:

• The evolving regulatory landscape: Basel Endgame developments, regulatory divergence and the implications for Canadian and global banks
• Capital optimisation in a changing regulatory environment
• Turning regulatory data into better business decisions
• AI, data and the future of regulatory reporting

This invitation-only discussion provides an opportunity to exchange perspectives with peers and explore practical approaches to improving regulatory reporting through better data foundations, technology and AI.

The ECB's Integrated Reporting Framework moves statistical reporting toward a single, granular model, while BIRD gives banks a reference structure for how that data should be sourced and processed.

This short guide explains why the shift matters now, where the implementation pressure will emerge, and what banks should assess before consultation turns into execution.

We are proud to share that Suade has been named one of the World’s Top Fintech Companies 2026 by CNBC and Statista.

Suade was recognised in the RegTech category for its work helping financial institutions modernise regulatory reporting and move away from fragmented systems and manual processes.

The recognition reflects our commitment to creating a more efficient and data-driven approach to regulatory compliance, supported by technology that gives firms greater control over their data, calculations and reporting processes.

Recognised among the world’s leading fintech companies

CNBC and Statista’s World’s Top Fintech Companies 2026 list features 500 companies across eight areas of financial technology.

For the fourth edition of the awards, Statista assessed around 3,500 companies using general and category-specific performance indicators. More than 25,000 data points were considered as part of the selection process. The companies are presented alphabetically within each category rather than as a numbered ranking.

This year also marks the first time that RegTech has appeared as its own category.

Forty regulatory technology companies were selected, representing 8% of the full list. The category covers businesses helping organisations meet regulatory obligations across areas including regulatory reporting, compliance, identity verification and financial crime monitoring.

The introduction of a dedicated RegTech category reflects the growing importance of regulation and compliance within financial technology. As financial institutions adopt new systems and explore the use of AI, they also need strong data foundations and clear controls to ensure technology can be used safely.

What the award means for Suade

Suade was founded to address one of the financial services industry’s most persistent challenges: how to meet complex regulatory reporting requirements without relying on disconnected data, manual calculations and difficult-to-maintain reporting processes.

Our regulatory reporting platform allows financial institutions to manage data, calculations and reporting within a controlled environment.

Built on an API-first and open architecture, Suade supports end-to-end regulatory reporting automation. It helps institutions reduce manual work, improve data accuracy and adapt as regulatory requirements change.

At the centre of this approach is the Financial Regulatory Data Standard, known as FIRE. FIRE provides a common specification for the granular data used across regulatory submissions, calculations and supervisory reporting.

By standardising information at the data layer, firms can create a more consistent foundation for regulatory reporting. This makes it easier to reuse data across reporting requirements, apply controls and trace information back to its source.

Why regulatory reporting technology matters

Regulatory reporting teams are expected to respond to frequent rule changes while delivering accurate information within strict deadlines.

For many firms, this work still depends on spreadsheets, manual adjustments and separate systems for different reports or jurisdictions. This can increase operational risk and make it difficult to understand how data has been changed between its source and the final submission.

Modern RegTech platforms give firms an opportunity to rethink this model.

Rather than treating each regulatory report as an isolated process, financial institutions can establish a trusted data foundation that supports multiple requirements. Calculations, validations and reporting workflows can then be automated while remaining transparent and auditable.

Suade enables firms to map data into a standardised structure and reuse it across regulatory requirements. This reduces the need for repeated transformations and helps reporting teams manage change more efficiently.

This foundation is becoming even more important as banks consider how AI could support regulatory reporting. AI can help with repetitive implementation and validation work, but outputs still need to be tested and reviewed by regulatory specialists.

Modernise your regulatory reporting with Suade

Financial institutions need regulatory reporting technology that can keep pace with changing requirements without adding more systems and manual processes.

Suade provides a single platform for regulatory data, calculations and reporting, helping firms strengthen control while reducing complexity.

Book a demo with our team to see how Suade can help modernise your regulatory reporting.

Book a demo with a RegTech specialist

See how Suade helps financial institutions modernise regulatory reporting, improve control and manage change with transparent, data-driven technology.

Book a demo

Date: Tuesday, 15th September 2026
Time: 11:00 - 11:45pm EDT | 4:00 - 4:45pm BST
Format: Live Webinar

In March 2026, US regulators scrapped the 2023 Basel III Endgame and issued a re-proposal with lower capital requirements, changes to the GSIB surcharge, and a new approach to risk-weighted assets. With the June comment period now closed, the industry is assessing what comes next.

Join Greg Goodall, Suade's regulatory reporting expert, and Deependra Kushwaha, Head of Basel Business Controls and Transactions Review (Credit Risk) at Citi, as they unpack what's changed since 2023, what it means for capital planning and strategy, and the concrete steps firms should be taking now, ahead of the final rules.

Basel 3.1 is now final in the UK and the Prudential Regulation Authority (PRA) has confirmed 1 January 2027 as the implementation date for the new Pillar 1 framework. For most UK banks, that makes 2026 the last full year to translate the rules into working calculations, remediate data and complete parallel runs before go‑live.

The temptation is to treat Basel 3.1 as a template update: refresh the forms, plug in new numbers and move on. In practice, the harder work lies underneath – standardising data, updating risk‑weighted asset calculations and proving to auditors and supervisors that every figure is traceable back to source. Straight‑through regulatory reporting is becoming essential, but banks also want to avoid locking themselves into another proprietary “black box” just as the pace of regulatory change is accelerating.

Suade’s view is that Basel 3.1 is best tackled as a data and process problem, not just a reporting change. By combining an open regulatory data standard with transparent Basel 3.1 calculations and modular implementation, Suade helps UK banks turn the final rules into a single, traceable process rather than a last‑minute scramble.

Basel 3.1: why the 2027 deadline is different

Basel 3.1 is not the first recalibration of capital rules, but it is one of the most far‑reaching. The PRA’s final package spans credit risk, output floors, market risk, CVA, operational risk and associated reporting and disclosure requirements, consolidating years of consultation into a single rule set. The one‑year delay to 1 January 2027 gave banks some breathing room, yet the transition period still ends in 2030, so firms have less time to absorb the changes than earlier in the Basel III cycle.

For many UK institutions, the real bottleneck is not modelling expertise but infrastructure. Regulatory reporting stacks often rely on multiple mappings, manual adjustments and tactical spreadsheets that were never designed to deliver Basel 3.1‑level transparency at scale. As new templates arrive and rules evolve, those layers of custom logic become harder to test, explain and maintain. With the deadline approaching, banks need to move beyond one‑off fixes and towards a regulatory reporting platform that can support Basel 3.1 and future changes without repeated rebuilds.

What straight‑through Basel 3.1 reporting should look like

Straight‑through Basel 3.1 reporting should mean that data flows from source systems through a standardised model, into Basel calculations and then into regulatory submissions with minimal manual intervention. That requires three things to work together:

• Consistent, well‑governed data definitions across business lines and systems.
• Reusable transformations and mappings that can support multiple templates and regimes.
• Calculation logic that is transparent enough for risk, finance and regulatory reporting teams to review, challenge and adjust.

Simply placing a reporting tool on top of fragmented data pipelines usually falls short. Banks may be able to populate new templates, but they continue to depend on reconciliations, offline adjustments and complex point‑to‑point mappings that are hard to test and harder to change. Basel 3.1 is therefore an opportunity to redesign regulatory reporting around an open, reusable data foundation rather than another closed model.

Suade’s platform: open standard, reusable data, transparent calculations

Suade was designed to address exactly these challenges. Instead of starting with forms or monolithic rule engines, it starts with a regulatory data standard and builds calculations and reporting on top.

1. An open regulatory data standard, not a proprietary model

At the heart of Suade’s platform is FIRE, an open‑source regulatory data standard whose definitions are grounded in the language of regulation. Because FIRE is open and permissively licensed, a bank’s standardised data is not tied exclusively to one vendor’s software.

That matters for Basel 3.1 because the data work you do now will underpin regulatory reporting for years to come. An open standard reduces vendor lock‑in, makes it easier to explain the data model to internal stakeholders and gives banks more flexibility as prudential rules and reporting requirements evolve.

2. Data reused across Basel 3.1 reports and jurisdictions

Once a bank’s source data is mapped into FIRE, the same standardised dataset can feed multiple Basel 3.1 templates, capital reports and other prudential or statistical returns. Instead of building a separate mapping for every return, institutions can reuse the core data and add only the additional fields or calculations each obligation requires.

For UK banks operating across multiple entities or jurisdictions, this reusability is particularly valuable. It means the benefit is not just faster production of a single Basel 3.1 report but a more robust regulatory data foundation that can support UK and non‑UK requirements without repeated engineering work.

3. Incremental adoption instead of big‑bang replacement

Many banks are understandably wary of large‑scale transformations so close to a major regulatory deadline. Suade’s architecture is designed to be introduced incrementally, so institutions can start where the pressure is greatest and expand over time.

For some, that first step is last‑mile reporting and BEEDS submissions. For others, it may be one or two Basel 3.1 risk modules or a specific data pipeline. From there, banks can extend Suade upstream into broader data ingestion and calculation coverage as confidence grows. This modular approach lets institutions modernise in phases, retain existing infrastructure where it still adds value and avoid an all‑or‑nothing replacement programme just as Basel 3.1 goes live.

4. Transparent, traceable calculations and lineage

Suade tracks Basel 3.1 processing from data ingestion through calculators to final regulatory reports, recording each step and version along the way. Users can inspect individual calculation stages, see how rules have been implemented and trace each figure back to its source.

This combination of granular standardised data, transparent logic and report‑level lineage supports internal governance, audit reviews and conversations with supervisors about methodology and changes between reporting periods. Rather than relying on opaque rule engines or undocumented spreadsheets, banks can show how a number was produced and what would happen if an assumption or input changed.

5. Supporting both Basel calculations and reporting

Suade can operate purely as a reporting solution, but it is also designed to support Basel credit, market and counterparty credit risk calculations, along with capital metrics derived from them. That gives banks flexibility in how they use the platform.

Some institutions may choose to start with reporting and add calculations later. Others may want to centralise Basel 3.1 calculations early and then streamline reporting once the new numbers have been validated. Either way, banks do not have to choose between solving their immediate reporting challenges and investing in longer‑term risk and capital infrastructure: they can do both on the same platform.

6. Modern technology without creating a black box

Suade uses modern technology – including APIs, cloud deployment and AI applied to implementation and regulatory engineering – to speed up delivery while keeping maps and rule changes under the control of subject‑matter experts.

The goal is to accelerate Basel 3.1 execution without turning regulatory reporting into a system that only the vendor can understand or adjust. Banks can see how mappings work, review how rules have been implemented and retain the ability to challenge and refine the configuration as their business and regulatory expectations evolve.

Suade gives banks a modern regulatory reporting platform built around an open, reusable data standard. This allows firms to modernise incrementally, trace every figure back through the calculation process and reuse the same data across reports, entities and jurisdictions without becoming dependent on another proprietary data model.

How Suade helps UK banks get Basel 3.1‑ready by 1 January 2027

With the deadline fixed, the question for UK banks is no longer “what will Basel 3.1 look like?” but “how do we deliver it in time?”. Suade supports Basel 3.1 readiness across the key stages of that journey.

• Translating final rules into working Basel 3.1 calculations
  Suade provides Basel 3.1 calculation and reporting logic aligned to the PRA’s final rulebook, so banks do not have to interpret and rebuild every rule from scratch. Internal teams can focus on assessing capital impact and methodology choices rather than coding every detail of the standardised approach.
• Identifying data gaps early using FIRE
  By mapping their data into the FIRE model, banks can quickly see whether required Basel 3.1 attributes are available, correctly populated and consistently defined across systems and business lines. Suade’s readiness guidance emphasises data availability, quality and governance as central to Basel 3.1 planning, helping institutions find and address issues before they appear in regulatory submissions.
• Testing the impact of Basel 3.1 on current portfolios
  Suade lets banks apply Basel 3.1 rules to current portfolios and market data, updating earlier impact assessments now that the rules are final. This supports analysis of changes to risk‑weighted assets, capital requirements and key ratios under both current positions and plausible future balance‑sheet scenarios.
• Supporting parallel runs and reconciliation before go‑live
  With Suade, banks can run Basel 3.1 calculations in parallel with existing Basel approaches ahead of 2027, compare results and investigate differences. Reconciliation across calculations, internal risk views and regulatory reports is a core element of Suade’s Basel 3.1 readiness framework, giving banks time to build confidence in the new outputs before they become binding.
• Providing traceability and evidence for governance and supervisors
  Suade maintains full lineage from original source data through FIRE to Basel 3.1 capital measures and final reports, including connectivity for UK submissions. This provides internal governance functions, auditors and the PRA with clear evidence of how each figure was produced and how changes in data or rules propagate through the process.
• Allowing staged implementation across 2026 and beyond
  Because Suade is modular, banks can prioritise the highest‑risk parts of their Basel 3.1 journey – such as data preparation, specific risk modules or reporting – and expand coverage over time, rather than attempting a wholesale change just before the deadline. This staged approach reduces delivery risk while still moving towards genuinely straight‑through Basel 3.1 reporting.

Suade does not replace a bank’s responsibility for Basel 3.1 readiness. Final compliance will still depend on the institution’s own data remediation, governance, testing, regulatory permissions and internal sign‑off. What Suade provides is the technology and regulatory framework that make this work faster, more controlled and easier to evidence.

Plan your Basel 3.1 execution

Basel 3.1 is now fixed in the UK rulebook and 1 January 2027 is approaching quickly. If you are planning your Basel 3.1 execution – from data mapping and calculation changes to submissions and parallel runs – Suade can help you build a single, traceable process around an open regulatory data standard.

To explore how this could work for your bank, you can book a Suade demo with our Basel 3.1 specialists.

Book a demo with a RegTech specialist

See how Suade helps financial institutions modernise regulatory reporting, improve control and manage change with transparent, data-driven technology.

Book a demo

Wednesday 9 September | From 17:30 | London, UK

The future of regulatory reporting is being shaped by regulatory change, AI, cloud technology and data transformation. For technology teams, this brings new challenges, but also new opportunities to play a central role in major transformation projects.

Join us on 9 September for Byte and Slice, an evening bringing together the teams building, running and improving regulatory reporting technology.

We’ll explore what these changes mean in practice for technical teams across banking, including:

• How AI is changing technology architecture and delivery
• The role of data platforms, APIs and systems integration
• How technical teams can support regulatory transformation
• The skills and capabilities becoming increasingly valuable across technology roles

Come along for a practical discussion, pizza and drinks, with the chance to connect with others working across banking technology and regulatory change.

March 2026 – In our latest Suade webinar, implementation experts Luke and Priyank broke down the big EU reporting shifts coming down the track. Think CRR3/CRD6 finalisation, tougher RADAR checks, more detailed operational risk templates, and the ECB's IReF overhaul. It's a lot – but also a real chance to get ahead before 2029 deadlines hit. They shared practical ways to tackle data governance, automation, and linking everything together so compliance actually works for you.

CRR3/CRD6: Fluid Timelines, Rising Data Demands

Priyank kicked things off explaining how EU banks don't have the UK's clear Jan 2027 Basel 3.1 line in the sand – instead, CRR3/CRD6 standards are still being nailed down through 2026. The EBA wants to cut reporting costs 25% by simplifying things, but that's coming with way more granular data needs for operational risk, ESG, resolution reporting across FINREP, COREP, and SRB packs. Luke added that automation is key to fixing BCBS 239 lineage issues, with handy EBA tools helping smaller banks align risk, finance, and reporting.

RADAR/BCBS 239: Supervisors Turning Up the Heat

Priyank pointed out the ECB's 2026–28 priorities mean more intense RADAR scrutiny – think system-wide reviews and on-site inspections digging into old data governance gaps from SREP findings. Progress has been slow, so regulators are pushing harder. The upside? Solid RADAR setups let you leverage AI and analytics on clean data. His advice: automate fully, close those lingering gaps, and use EBA's mapping tools to get everyone on the same page.

Operational Risk: More Detail, Short Window
Luke walked through the EBA's updated COREP module in the 4.2 taxonomy – now with finer breakdowns like "other operating expenses." Good news: templates 1602–1604 got pushed to June 2026, giving a breather. But Priyank warned it'll still strain non-core data sources, ownership, and team alignment for better risk-sensitive capital views. Bottom line: use the deferral to test now and avoid last-minute scrambles.

IRIF: A Game-Changer for Stats Reporting
Luke Astri made IRIF sound like the future: the ECB's plan to merge BSI, MIR, SHS, and AnaCredit into one granular model, with a mid-2026 roadmap aiming for 2029 go-live. Backed by the Joint Bank Reporting Committee and BIR dictionary, it should ease long-term burdens with standardised data. Priyank flagged the catch – tight timelines mean banks need early chats with supervisors, JBRC guidance, and smart data plans to keep costs in check.

Turn 2026 Into Your Data Upgrade Year
Priyank framed 2026 perfectly: don't just patch – rebuild smarter before CRR3/CRD6 ramps up. Automate validation, reuse data across DORA, ESG, resolution, and payments. Luke Astri emphasised modular RegTech that handles EBA/SRB changes without constant recoding, giving boards and regulators confidence in your long-term plan.

How Suade helps EU banks with their Regulatory Reporting
Suade's platform adds EU rules on top of your existing setup for seamless parallel runs across borders and regimes. Get early updates to test RADAR, op risk, and IReF granularity, complete with lineage and reconciliations built in. It's how clients stay ready for CRR3/CRD6, IReF, and whatever's next.