diff --git a/tests/test_projections.py b/tests/test_projections.py
index d71ad04..098b8fd 100644
--- a/tests/test_projections.py
+++ b/tests/test_projections.py
@@ -151,6 +151,10 @@ def test_full_covariance_projection(ProjectionClass):
     eigvals = jnp.linalg.eigvalsh(cov)
     assert jnp.all(eigvals > 0)
     
+    # Check trust region loss computation works
+    tr_loss = proj.get_trust_region_loss(params, proj_params)
+    assert jnp.isfinite(tr_loss)
+    
     # Only check KL bounds for KL projection
     if ProjectionClass in [KLProjection]:
         kl = compute_gaussian_kl(proj_params, old_params, full_cov=True)