Security risks of allowing customer to use his own domain for a hosted SaaS application

As a SaaS hosting, we are considering allowing customer to use an alternative domain to access his SaaS environment.

Default domain owned and hosted by us:

customersubdomain.ourdomain.com

Additionally we could add bindings for any domain to the same site, allowing an alternative domain, not owned by us:

http://ift.tt/1M3ldRz

Are there any security risks of doing this?