US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $110,636 | 49.96 | 14.51 |
Bank of America Corp | $60,075 | 44.41 | 9.40 |
Prudential Financial Inc | $30,757 | 49.28 | 16.82 |
Goldman Sachs Group Inc/The | $27,981 | 49.88 | 8.30 |
MetLife Inc | $21,848 | 48.94 | 11.95 |
Lincoln National Corp | $19,462 | 54.45 | 36.24 |
Corebridge Financial Inc | $18,571 | 54.91 | 18.54 |
Equitable Holdings Inc | $17,486 | 55.53 | 19.82 |
Brighthouse Financial Inc | $13,779 | 57.59 | 70.38 |
Jackson Financial Inc | $12,568 | 53.79 | 29.06 |
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)