Systemic Risk Analysis (Dynamic MES with Simulation) of U.S. Financials
Analysis last updated: Wednesday, April 9, 2025 at 02:56 AM UTC
Predicted System Capital Shortfall for a
40%
market
decline: million
Systemic Risk Rankings for
SRISK ($ m)
Institution | SRISK % | SRISK ($ m) | Marginal SRISK | LRMES | Market β | Cor | Vol | Lvg | Stressed Lvg |
|---|---|---|---|---|---|---|---|---|---|