Primary sanctions bind people within the imposing state’s jurisdiction. Secondary sanctions reach outside it, by making conduct that is lawful where it occurs a trigger for being cut off from the imposing state. A bank in a third country that processes significant transactions for a designated party may itself be designated, or lose its US correspondent account.
Because the threatened penalty is exclusion rather than prosecution, secondary sanctions work through the risk appetite of foreign institutions rather than through foreign courts. A designation entry carrying the words “secondary sanctions risk” is a signal aimed at exactly that audience.