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	122,979	47.76	20.83
Bank of America Corp	86,645	44.38	11.23
Goldman Sachs Group Inc/The	54,187	43.86	12.62
Prudential Financial Inc	24,241	40.12	15.64
Lincoln National Corp	19,714	54.65	59.44
MetLife Inc	16,526	37.42	12.28
US Bancorp	16,503	43.20	10.89
Equitable Holdings Inc	16,322	49.91	23.95
Morgan Stanley	15,382	46.89	8.41
Corebridge Financial Inc	14,838	33.42	19.88

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)