Systemic risk
Systemic risk is risk that is posed to the financial system or the economy, as opposed to risk that is faced by an investor or a portfolio.
systemic risk tax
The new coalition Government announced that it will introduce an annual levy based on bank's balance sheets from 1 January 2011.
systemic risk
possibility that failure of one bank to settle net transactions with other banks will trigger a chain reaction, depriving other banks of funds and preventing them from closing their positions in turn.
Systemic risk
Definition: One of the Core Purposes of the Bank of England is to maintain the stability of the financial system as a whole. When looking at this they are looking for things that may cause systemic risk.
MEASURING SYSTEMIC RISK IN FINANCIAL MARKETS (Encyclopedia)
Bank failures and subsequent macroeconomic breakdowns constitute a threat for overall financial stability, and at the same time, ...
Systemic risk
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Reinvestment risk is one of the main genres of financial risk.
Systemic Risks - The risk that a specific large party (such as a country), a certain market or a settlement system should experience crisis or collapse, such that there would be significant impact on the financial markets as a whole.
Glossary ...
Systemic risk
Risk pertaining to the fundamentals of a system as a whole - e.g. in the case of banking, the risk of failure of the payments system or, in the case of property, a collapse of valuations owing to there being no buyers in the market.
Systemic Risk
Market risk due to price fluctuations which cannot be eliminated by diversification.
Systemic risk
The RISK of damage being done to the health of the FINANCIAL SYSTEM as a whole. A constant concern of BANK regulators is that the collapse of a single bank could bring down the entire financial system.
Systemic Risk
Risk common to a particular sector or country. Often refers to a risk resulting from a particular "system" that is in place, such as the regulator framework for monitoring of financial institutions.
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Systemic risk
Hedge funds came under heightened scrutiny as a result of the failure of Long-Term Capital Management (LTCM) in 1998, which necessitated a bailout coordinated (but not financed) by the U.S. Federal Reserve.
Systemic risk
"The risk of collapse of an entire financial system or entire market."
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Systemic Risk
The risk to the entire economy posed by the financial service sector. Systemic risk events include contagious bank runs, collapses of market liquidity, failures of payments systems, etc.
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Non-systemic risks are related to an individual company's performance and financial health.
A type of systemic risk where deterioration in regional economic conditions triggers liquidity crisis. Usually, such a crisis is triggered by credit loss. See systemic liquidity risk.
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The risk of a well-diversified portfolio closely approximates the systemic risk of the overall market, the unsystematic risk of each security having been diversified out of the portfolio. When distributed Used in the context of general equities.
In a nutshell, banks entailed systemic risk. Securities firms did not. Regulators would strive to keep a troubled bank operating. They would gladly unwind a troubled securities firm.
In its 1991 reform legislation, however, Congress included a 'systemic risk' exception, ...
A consequence for all of us concerns systemic risk to global finance. It is well known that the global central banks had become increasingly concerned about the huge growth in offshore and off balance sheet assets and liabilities.
GEOGRAPHIC LIQUIDITY RISK - A type of systemic risk where deterioration in regional economic conditions...
GEOGRAPHIC RISK - Risk that arises when an issuer issues policies concentrated within certain geographi...
Treasury and Federal Reserve that the severe systemic risk warranted unprecedented action.
A portfolio spread out over many securities in such a way that the weight in any security is small. The risk of a well-diversified portfolio closely approximates the systemic risk of the overall market, ...
security is small. The risk of a well-diversified portfolio closely approximates the systemic risk of the overall
market, the unsystematic risk of each security having been diversified out of the portfolio.
Risk that affects an entire financial market or system, and not just specific participants. It is not possible to avoid systemic risk through diversification.
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Seven Ways to Simplify Your Investment Life iShares Dow Jones U.S. Broker-Dealers Isn't Yet a Bargain-Hunter's Paradise How to Profit from Market Volatility A Look at Investment Banks' Systemic Risk
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A provision of certain mutual funds to pay out to the shareholder specified amounts after specified periods of time.
Systemic Risk ...
systemic risk This is when an entire class of assets or liabilities is subject to the same... SZL The ISO currency code for the Swaziland Lilangeni. Learn more about currencies at GoCurrency.com ...
 See also: Banks, Systematic risk, Expected return, Diversified portfolio, Covariance
  
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