A stable, well-functioning financial market for allA stable, well-functioning financial market for allFI’s capital assessment method for securitisation within Pillar 2
In this memorandum, FI describes its view of securitisation and the risks (primarily flowback) that FI sees and that are not taken into consideration in the banks’ current capital requirements.
The memorandum also describes the capital assessment approach that FI intends to apply to assess banks' Pillar 2 capital requirements for flowback risks during securitisation.
