Özet:

System risk or systemic risk arising from corporate and structural regulations in the financial markets. It is defined as a financial risk that affects the entire market. More specifically, the system risk, which can be perceived as a technical problem, such as the interruption of electronic payments, is actually a concept that explains the spread process of Irizin. System risk occurs in the form of the failure of a financial curve to pay to the other financial institution and the impact of the entire system, the liquidity deficiency leads to the cessation of payments. The results are the result of the reunification of various factors in the 1980s These factors can be grouped essentially as the integration of money and capital markets, the policy of financial liberalization, the development of communication and financial innovations. System risk can occur in three areas: Capital markets, banking system, and electronic payment system. System risk is closely related to the structural problems of the banking system (asymmetric information, moral coincidence, reverse choice) and therefore the bank’s supervision, deposit insurance, as well as the Central Bank’s policy. Since the phenomenon of globalization requires that the measures in this area are not international, the OECD and the European Union regulations continue.

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