rendszerkockázat

Rendszerkockázat refers to the risk of collapse or widespread disruption of an entire financial system or market. It is distinct from the risk of failure of an individual institution or asset. Systemic risk arises from the interconnectedness of financial institutions and markets, meaning that the failure of one entity can trigger a cascade of failures throughout the system. This can be caused by various factors, including asset bubbles, excessive leverage, liquidity shortages, and contagion effects.

The consequences of systemic risk can be severe, leading to economic recessions, credit crunches, and a loss of confidence in the financial system. Regulators and policymakers actively work to mitigate systemic risk through various measures. These include imposing stricter capital requirements on banks, implementing stress tests to assess the resilience of financial institutions, and establishing resolution mechanisms for failing firms. International cooperation is also crucial in managing systemic risk, as financial markets are global in nature. The 2008 global financial crisis highlighted the profound dangers of systemic risk and led to significant reforms in financial regulation aimed at preventing similar events in the future. Understanding and managing these interconnected risks is a constant challenge for maintaining financial stability.