Pillar 2 capital requirement definition
Pillar 2 capital requirement means the capital requirement that an AI is required to meet in respect of its Pillar 2 risks, as derived from the SRP. This capital requirement will form the basis for determining an AI’s §97F minimum CAR (i.e. its CET1 capital ratio, Tier 1 capital ratio, and Total capital ratio) and §97F buffer level (if applicable);