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IRB Repair: Margin of Conservatism framework

Posted on Apr 14, 2021

ECB’s TRIM results have revealed that many institutions had findings in the context of the margin of conservatism (MoC). Since MoC is an important component for an appropriate assessment of credit risk, we are starting a series of publications covering the most important aspects of MoC framework.

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

Samuele D’Altri
Senior Manager
Fintegral UK Ltd
+44 (0)7494 855 102

Arne Kramer
Fintegral Deutschland AG
+49 (0)151 / 744 55 021

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