The latest Basel IV-Channel focus on the internal models used by banks to calculate their risk-weighted assets.
Within the scope of finalizing Basel III discussions on whether internal models are used appropriately are started.
The aim of the ECB ’s targeted review of internal models (TRIM), is to assess whether the internal models currently used by banks comply with regulatory requirements, and whether they are reliable and comparable.
The Basel IV-Channel:
„TRIM – ECB’s answer to loss of confidence in internal models„
focus on the ECB’s work around reviewing internal models and how the future of the internal models will be influenced yb the TRIM activities of the ECB.
The Basel IV-Channel Episode is ready for you at the following link: PwC Basel IV Channel