Targeted Review of Internal Models (TRIM) - Review of observations and findings for Traded Risk
The EBA has recently published the findings and observations from their TRIM on-site inspections. The inspections aimed to confirm the adequacy of the Pillar I internal models used by Significant Institutions in euro-area countries. A large number of deficiencies were identified and are required to be remediated by institutions in a timely fashion. We provide a summary of the deficiencies impacting both market risk and counterparty credit risk models.
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
Robert Pullman
Senior Consultant
Fintegral UK Ltd
+44 7958 541 756
robert.pullman@fintegral.com
Hardial Kalsi
Senior Consultant
Fintegral UK Ltd
+44 7903 790 291
hardial.kalsi@fintegral.com