NIBC suffers 15% increase in RWAs after TRIM review

NIBC_Bank_Alamy_230x150_260619
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 ...

Please take a trial or subscribe to access this content.

Contact our subscriptions team to discuss your access: subs@globalcapital.com

Or sign up for a trial to gain full access to the entire site for a limited period.

Free Trial

Corporate access

To discuss GlobalCapital access for your entire department or company please contact our subscriptions sales team at: subs@globalcapital.com or find out more online here.