What is システミックリスク?
In this glossary, システミックリスク refers to: The risk of collapse or severe dysfunction of an entire financial system or market, as opposed to risk associated with any individual entity; monitored by regulators and central banks.
How is システミックリスク used in finance?
In finance communication, this term appears in contexts such as: "システミックリスクは、金融機関間の連鎖倒産や伝染を防ぐためにマクロプルーデンシャル規制で管理される。"
Why does システミックリスク matter in finance?
システミックリスク matters because it supports clear communication in Analysis contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.
Who uses システミックリスク?
システミックリスク is mainly used by Financial Analysts, Bankers, and Traders.
What category does システミックリスク belong to?
In this glossary, システミックリスク is grouped under Analysis. 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.
