V-Lab: Systemic Risk Analysis Summary

V-Lab

| |

V-Lab

Region

for spacing

Normalize data

Countries

Global Systemic Risk by Country (US$ billion)

from

to

6M ·

1Y ·

2Y ·

5Y ·

US Financials Systemic Risk Top Ten
TOP 10	SRISK	LRMES	LVG
Citigroup Inc	100,898	43.81	15.96
Goldman Sachs Group Inc/The	32,523	45.78	9.35
Bank of America Corp	28,752	35.17	9.46
Prudential Financial Inc	26,821	44.27	15.30
Lincoln National Corp	20,556	51.37	52.74
Equitable Holdings Inc	15,945	49.67	19.13
Corebridge Financial Inc	13,797	38.29	15.97
Brighthouse Financial Inc	13,592	54.78	63.32
MetLife Inc	13,247	38.06	10.91
Jackson Financial Inc	12,796	54.10	29.51

Global Financials

NYU Stern Systemic Risk Rankings of World Financials without Simulation

US Financials

Related Documents

How much SRISK is too much?
Engle and Ruan (2018)
Measuring Systemic Risk
Acharya, Pedersen, Philippon and Richardson (2016)
Dynamic Conditional Beta
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)
Slides from the NY Fed's Conference on Global Systemic Risk
Acharya (2011)
A Tax on Systemic Risk
Acharya, Pedersen, Philippon and Richardson (2010)