Nonetheless, they benefit from preferential risk weights in the Capital Requirements Regulation – which, by the way, deviate from the Basel capital framework. Still another example concerns capital requirements across different investors. The proposed insurer securitisation capital requirements have been set using a spread risk approach calibrated to 99.5% Value at Risk.
*  *  *  Good afternoon. I am pleased to address the inaugural Community Reinvestment Fund (CRF) Annual Community Forum Series. The development of sustainable capital sources through innovation is an important goal for the Community Development Financial Institutions (CDFI) industry.