What is Penyangga Risiko Sistemik?
In this glossary, Penyangga Risiko Sistemik 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 Penyangga Risiko Sistemik used in finance?
In finance communication, this term appears in contexts such as: "Otoritas dapat mewajibkan penyangga risiko sistemik untuk bank yang dapat mengancam stabilitas seluruh sistem keuangan."
Why does Penyangga Risiko Sistemik matter in finance?
Penyangga Risiko Sistemik 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 Penyangga Risiko Sistemik?
Penyangga Risiko Sistemik is mainly used by Financial Analysts, Bankers, and Traders.
What category does Penyangga Risiko Sistemik belong to?
In this glossary, Penyangga Risiko Sistemik 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.