系统性风险缓冲 是什么？
系统性风险缓冲 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 “系统性风险缓冲” Used in Practice?
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。
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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系统性风险缓冲 是什么？
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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