US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $96,209 | 39.11 | 14.98 |
Prudential Financial Inc | $29,195 | 39.96 | 18.23 |
Lincoln National Corp | $19,217 | 45.09 | 40.62 |
Corebridge Financial Inc | $18,580 | 48.70 | 20.98 |
Equitable Holdings Inc | $17,557 | 50.41 | 22.22 |
MetLife Inc | $17,192 | 37.22 | 12.37 |
Bank of America Corp | $15,727 | 31.46 | 9.41 |
Brighthouse Financial Inc | $13,740 | 54.46 | 72.81 |
Goldman Sachs Group Inc/The | $12,539 | 43.02 | 8.24 |
Jackson Financial Inc | $12,511 | 51.07 | 30.15 |
Global Financials
US Financials
Related Documents
Engle and Ruan (2018)
Acharya, Pedersen, Philippon and Richardson (2016)
Engle (2016)
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk
Brownlees and Engle (2016)
Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
Acharya, Engle, and Pierret (2015)
AEA Paper - Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks
Acharya, Engle, and Richardson (2012)
Acharya, Pedersen, Philippon and Richardson (2010)