What is 系统性风险?
In this glossary, 系统性风险 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 系统性风险 used in finance?
In finance communication, this term appears in contexts such as: "系统性风险在宏观审慎监管中得到关注，以防止跨金融机构的传染和连锁反应。"
Why does 系统性风险 matter in finance?
系统性风险 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 系统性风险?
系统性风险 is mainly used by Financial Analysts, Bankers, and Traders.
What category does 系统性风险 belong to?
In this glossary, 系统性风险 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.
