What is システミックリスク・バッファー?
In this glossary, システミックリスク・バッファー 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 システミックリスク・バッファー used in finance?
In finance communication, this term appears in contexts such as: "当局は、金融システム全体の安定を脅かす可能性のある銀行に対し、システミックリスク・バッファーを求める場合がある。"
Why does システミックリスク・バッファー matter in finance?
システミックリスク・バッファー 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 システミックリスク・バッファー?
システミックリスク・バッファー is mainly used by Financial Analysts, Bankers, and Traders.
What category does システミックリスク・バッファー belong to?
In this glossary, システミックリスク・バッファー 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.
