I mean, you can take the risk of using that favourite pen of yours. The reason why gel pens are banned is because some are unsuitable for exams - causes smudges, leaks through paper etc. If that's not the case for your pen, then you'll probably be fine. Some people still use gel pens, pencils, and blue pens in exams with no consequences. But it's probably safest not to use that pen, since I'm pretty sure that smudges pretty badly in my experience. Your choice.