What is Coussin de Risque Systémique?
In this glossary, Coussin de Risque Systémique 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 Coussin de Risque Systémique used in finance?
In finance communication, this term appears in contexts such as: "Les autorités peuvent exiger un coussin de risque systémique pour les banques susceptibles de menacer la stabilité du système financier dans son ensemble."
Why does Coussin de Risque Systémique matter in finance?
Coussin de Risque Systémique 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 Coussin de Risque Systémique?
Coussin de Risque Systémique is mainly used by Financial Analysts, Bankers, and Traders.
What category does Coussin de Risque Systémique belong to?
In this glossary, Coussin de Risque Systémique 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.