What is Системный риск?
In this glossary, Системный риск 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 Системный риск used in finance?
In finance communication, this term appears in contexts such as: "Системный риск регулируется в рамках макропруденциальной политики для предотвращения распространения кризиса между взаимосвязанными финансовыми институтами."
Why does Системный риск matter in finance?
Системный риск 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 Системный риск?
Системный риск is mainly used by Financial Analysts, Bankers, and Traders.
What category does Системный риск belong to?
In this glossary, Системный риск 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.