NIBC suffers 15% increase in RWAs after TRIM review

By Tyler Davies
26 Jun 2019

NIBC Bank said on Tuesday that its risk-weighted asset base would grow by more than €1bn, as a result of the European Central Bank’s targeted review of internal models (TRIM). Model changes demanded by the Dutch regulator made its common equity tier one (CET1) ratio slump from 18.5% to 16.1%.

The Dutch central bank (DNB) has given NIBC the final outcome of its internal model investigation, which is based on the ECB’s TRIM framework.

The aim of TRIM is to bring about more consistency in the way banks value the risk of their assets using their own models.

The exercise was ...

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