What is Буфер системного риска?
In this glossary, Буфер системного риска 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 Буфер системного риска used in finance?
In finance communication, this term appears in contexts such as: "Власти могут потребовать буфер системного риска для банков, которые могут угрожать стабильности всей финансовой системы."
Why does Буфер системного риска matter in finance?
Буфер системного риска 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 Буфер системного риска?
Буфер системного риска is mainly used by Financial Analysts, Bankers, and Traders.
What category does Буфер системного риска belong to?
In this glossary, Буфер системного риска 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.