Category:Systemic risks

**rischio sistemico**
	risk of disruption in the financial system with the potential to have serious negative consequences for the financial system and the real economy, as opposed to specific risk associated with any one individual entity, group or component of a system
	Carica un file multimediale
	Wikipedia
Sottoclasse di	rischio finanziario;
Distinto da	systematic risk;
Parzialmente coincidente con	systematic risk;
Authority file
	Q1369234; identificativo GND: 1164452932
	Reasonator; Scholia; Wikidocumentaries; PetScan; statistica; WikiMap; Locator tool; file KML; Cerca tra le rappresentazioni;

English: In finance, systemic risk is the risk of collapse of an entire financial system or entire market, as opposed to risk associated with any one individual entity, group or component of a system. It can be defined as "financial system instability, potentially catastrophic, caused or exacerbated by idiosyncratic events or conditions in financial intermediaries". It refers to the risks imposed by interlinkages and interdependencies in a system or market, where the failure of a single entity or cluster of entities can cause a cascading failure, which could potentially bankrupt or bring down the entire system or market. It is also sometimes erroneously referred to as "systematic risk".