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Targeted Review of Internal Models (TRIM) - Review of observations and findings for Traded Risk

Posted on May 26, 2021

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

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