What is 系统性风险缓冲?
In this glossary, 系统性风险缓冲 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 系统性风险缓冲 used in finance?
In finance communication, this term appears in contexts such as: "监管机构可要求对可能威胁整个金融体系稳定的银行设立系统性风险缓冲。"
Why does 系统性风险缓冲 matter in finance?
系统性风险缓冲 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 系统性风险缓冲?
系统性风险缓冲 is mainly used by Financial Analysts, Bankers, and Traders.
What category does 系统性风险缓冲 belong to?
In this glossary, 系统性风险缓冲 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.
