システミックリスク・バッファーとは？
システミックリスク・バッファー 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.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “システミックリスク・バッファー” Used in Practice?
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。
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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システミックリスク・バッファーとは？
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.
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