What is Systemic Risk Buffer?
Systemic Risk Buffer 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 “Systemic Risk Buffer” Used in Practice?
Authorities may require a systemic risk buffer for banks that could threaten the stability of the entire financial system.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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What is Systemic Risk Buffer?
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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