OSFI E-23 vs PRA SS1/23

OSFI E-23 vs PRA SS1/23: Canadian and UK MRM expectations

E-23 and SS1/23 are both principles-based MRM frameworks, but E-23 spans Canadian federally regulated banks and insurers while SS1/23 is a UK banking supervisory statement. Their terminology and implementation evidence should be mapped, not blended.

Published: Last updated: Last reviewed by: Model Risk Directory editorial team

Decision factors

FactorOSFI E-23PRA SS1/23
Institution scopeCovers Canadian federally regulated banks, insurers, trust and loan companies, and relevant branches.Covers PRA-regulated banks, building societies, and designated investment firms within its stated scope.
Model risk classificationDefines inherent and residual model risk and expects a model risk rating for non-negligible models.Requires identification and classification proportionate to model complexity, use, and potential impact.
LifecycleDefines design, review, deployment, monitoring, and decommissioning components.Addresses development, implementation, use, validation, monitoring, changes, and mitigants through five principles.
AI coverageExplicitly includes AI and machine-learning methods in its model definition and expectations.Applies based on model risk and notes technical capabilities needed for complex and emerging techniques.
Implementation dateTakes effect on 1 May 2027.Effective from 17 May 2024 for firms in scope.

Guidance

Multinational firms can reuse inventory, workflow, and evidence infrastructure, but each legal entity needs a traceable local mapping. Preserve differences in scope, effective date, model definition, risk rating, approval, validation, and reporting.

Sources. source 1 · source 2

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