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Global Systemic Risk by Country Systemic Risk by Country (Top 20)

Systemic Risk by Country (Top 20)

Risk Analysis Overview - World Financials Total SRISK (US$ billion)

TOP 10	SRISK%	LRMES	LVG
US Financials Systemic Risk Top Ten
Bank Of America	16.4	49.42	14.87
JP Morgan Chase	16.1	53.77	11.87
Citigroup	14.9	61.89	12.26
MetLife	8.3	64.27	17.13
Morgan Stanley	7.9	68.68	15.44
Prudential Financial	7.8	62.91	21.81
Goldman Sachs	6.2	49.30	12.36
Hartford Financial Services	3.1	62.10	21.74
Capital One Financial	2.8	84.19	8.26
Lincoln National Corp	2.5	67.46	23.60

Global Financials:

NYU Stern Systemic Risk Rankings of World Financials without Simulation

US Financials:

Related Documents:

Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
Acharya, Engle, and Pierret (2013)
AEA Paper - Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks
Acharya, Engle, and Richardson (2012)
Prof. Rob Engle Discusses Risk with Tom Keene and Ken Pruitt of Bloomberg Surveillance
Prof. Roy Smith Discusses Systemic Risk Rankings
Prof. Rob Engle Discusses Global Systemic Risk Rankings on CNBC
Prof. Viral Acharya's Slides from the NY Fed's Conference on Global Systemic Risk
Measuring Systemic Risk
Acharya, Pedersen, Philippon and Richardson (2010)
A Tax on Systemic Risk
Acharya, Pedersen, Philippon and Richardson (2010)
Volatility, Correlation and Tails for Systemic Risk Measurement
Brownlees and Engle (2010)