Systematic risk

In finance, systemic risk describes the likelihood of the collapse of a financial system, such as a general stock market crash or a joint breakdown of the banking system. As such, it is a type of "aggregate risk" as opposed to "idiosyncratic risk", which is specific to individual stocks or banks. Systemic risk should also be carefully distinguished from Non-systemic risk, which describes risks which the whole economy faces such as business cycles or wars.
See more at Wikipedia.org...

Also called undiversifiable risk or market risk.

The risk affecting a market in general; for example, if the government's monetary and fiscal policies create inflation, price levels rise, affecting the entire market in much the same way, thus creating a systematic risk. Stock index futures can be used to substantially reduce systematic risk. Compare with unsystematic risk.