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IRB Repair: TRIM update on MoC Framework

Posted on May 12, 2021

The recently published final report of ECB’s TRIM investigations has underlined once more that the Margin of Conservatism (MoC) framework is still a significant issue for many institutions. In this briefing, we highlight the crucial findings on MoC from the report and show some figures relating to the distribution of institutions' follow-up actions and their impact on risk parameters.

Read our published briefing here.


For more information or if you have any questions please contact:

Dilbagh Kalsi
Partner, Head of UK Practice
Fintegral UK Ltd
+44 (0)7703 788 016
dilbagh.kalsi@fintegral.com

Samuele D’Altri
Senior Manager
Fintegral UK Ltd
+44 (0)7494 855 102
samuele.daltri@fintegral.com

Arne Kramer
Manager
Fintegral Deutschland AG
+49 (0)151 / 744 55 021
arne.kramer@fintegral.com

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