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Depends on the construction of the house and if you need steels. Some don't if the roof joists are sturdy enough, although most will. You might also be able to put the steels in front to rear rather than through the party wall. Again, it depends on the construction of the house. There's usually some technical solution which can be found which means you don't have to serve Party Wall Act notices for a loft extension, but generally it's cheaper and easier just to serve the notices and following the statutory procedure.
When I had my loft done I was told that the party wall agreement had to be in place before it started (they couldn't start with other stuff) as pretty much the first job is to chop the holes in the party walls and put the steels in so they can build on that.