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Banking

هامش مخاطر النظامية

A supplementary capital requirement imposed by regulators on institutions or exposures posing systemic risks to the financial system, as defined under CRD IV and Basel III.

Quick answer: A supplementary capital requirement imposed by regulators on institutions or exposures posing systemic risks to the financial system, as defined under CRD IV and Basel III.

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Quick answer

A supplementary capital requirement imposed by regulators on institutions or exposures posing systemic risks to the financial system, as defined under CRD IV and Basel III.

Why it matters

هامش مخاطر النظامية matters because it supports clear communication in Banking contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Editorial context

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Questions and answers

Questions and answers

What is هامش مخاطر النظامية?

In this glossary, هامش مخاطر النظامية refers to: A supplementary capital requirement imposed by regulators on institutions or exposures posing systemic risks to the financial system, as defined under CRD IV and Basel III.

How is هامش مخاطر النظامية used in finance?

In finance communication, this term appears in contexts such as: "قد تطلب السلطات هامش مخاطر النظامية للبنوك التي يمكن أن تهدد استقرار النظام المالي بأكمله."

Why does هامش مخاطر النظامية matter in finance?

هامش مخاطر النظامية matters because it supports clear communication in Banking contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.

Who uses هامش مخاطر النظامية?

هامش مخاطر النظامية is mainly used by Financial Analysts, Bankers, and Traders.

What category does هامش مخاطر النظامية belong to?

In this glossary, هامش مخاطر النظامية is grouped under Banking. Related pages in this category explain adjacent procedures, commands and operational concepts.

Where does this definition come from?

This definition is sourced from CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework and published by Protermify Finance as a static finance reference page.

Definition

A supplementary capital requirement imposed by regulators on institutions or exposures posing systemic risks to the financial system, as defined under CRD IV and Basel III.

Operational example

Authorities may require a systemic risk buffer for banks that could threaten the stability of the entire financial system.

Localized term

هامش مخاطر النظامية

Localized example

قد تطلب السلطات هامش مخاطر النظامية للبنوك التي يمكن أن تهدد استقرار النظام المالي بأكمله.

Definition language

English reference definition

Source

CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

Category

Banking

Exam relevance

  • CFA
  • ACCA
  • FRM

Target audience

  • Financial Analysts
  • Bankers
  • Traders

Related terms

Use the related links below to continue through connected finance terminology.

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