US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $108,842 | 49.65 | 16.85 |
Bank of America Corp | $57,448 | 39.59 | 10.17 |
Goldman Sachs Group Inc/The | $43,038 | 49.16 | 9.94 |
Prudential Financial Inc | $24,568 | 40.39 | 15.31 |
Lincoln National Corp | $19,744 | 51.86 | 45.91 |
Corebridge Financial Inc | $16,450 | 44.14 | 18.90 |
Equitable Holdings Inc | $16,273 | 52.89 | 18.82 |
MetLife Inc | $14,607 | 41.06 | 11.01 |
Brighthouse Financial Inc | $13,185 | 56.01 | 54.20 |
Wells Fargo & Co | $12,878 | 41.91 | 8.36 |
Engle and Ruan (2018)
Acharya, Pedersen, Philippon and Richardson (2016)
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)
Acharya, Pedersen, Philippon and Richardson (2010)