IRB Repair: TRIM update on MoC Framework
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