US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
| TOP 10 | SRISK | LRMES | LVG |
| Citigroup Inc | 112,956 | 42.91 | 19.25 |
| Bank of America Corp | 76,760 | 43.94 | 10.65 |
| Goldman Sachs Group Inc/The | 57,844 | 48.74 | 12.21 |
| Prudential Financial Inc | 23,274 | 42.01 | 14.57 |
| Morgan Stanley | 22,750 | 54.29 | 8.10 |
| Lincoln National Corp | 19,867 | 64.32 | 50.94 |
| Wells Fargo & Co | 19,566 | 36.42 | 9.50 |
| Equitable Holdings Inc | 16,069 | 50.34 | 22.74 |
| MetLife Inc | 15,043 | 37.93 | 11.65 |
| US Bancorp | 14,454 | 46.68 | 9.73 |
Engle and Ruan (2018)
Acharya, Pedersen, Philippon and Richardson (2016)
Engle (2016)
Brownlees and Engle (2016)
Acharya, Engle, and Pierret (2015)
Acharya, Engle, and Richardson (2012)
Acharya, Pedersen, Philippon and Richardson (2010)