Moody's: ECB's TRIM project seeks to restore confidence in banks' internal models and could mean added capital charges, a credit positive
Paris, March 08, 2017-- The European Central Bank's Targeted Review of Internal Models aims to address unjustified risk weighted assets variability and model shortcomings to restore confidence in banks' internal risk models, which could result in additional capital charges-- a credit positive, says Moody's Investors Service in a report published yesterday. The TRIM project-- which started in 2015 and will last until 2019-- aims to evaluate a large number of "internal models" that...
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