US Financials Systemic Risk Top Ten | |||
---|---|---|---|
TOP 10 | SRISK | LRMES | LVG |
Citigroup Inc | 124,480 | 50.26 | 20.02 |
Bank of America Corp | 84,607 | 42.24 | 11.30 |
Goldman Sachs Group Inc/The | 58,429 | 46.82 | 12.37 |
JPMorgan Chase & Co | 36,948 | 48.01 | 7.82 |
Prudential Financial Inc | 23,691 | 38.51 | 15.53 |
Morgan Stanley | 21,160 | 49.42 | 8.60 |
Lincoln National Corp | 20,223 | 56.28 | 60.55 |
US Bancorp | 18,618 | 45.83 | 10.90 |
Equitable Holdings Inc | 16,906 | 49.30 | 24.31 |
Coinbase Global Inc | 16,802 | 77.42 | 7.79 |
Engle and Ruan (2018)
Acharya, Pedersen, Philippon and Richardson (2016)
Engle (2016)
Brownlees and Engle (2016)
Acharya, Engle, and Pierret (2015)
Acharya, Engle, and Richardson (2012)
Acharya, Pedersen, Philippon and Richardson (2010)