The European Central Bank (ECB) published the final chapters of its guide to internal models, risk-type-specific chapters that cover credit risk, market risk and counterparty credit risk. The guide was drafted in close cooperation with the national competent authorities and draws on the experience gained in the context of the targeted review of internal models (TRIM) project, a multi-year project which aims to make the implementation of internal models more consistent. Before the public consultations were launched, banks provided feedback and, as part of the TRIM project, reviews and horizontal analyses were conducted.
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