US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
| TOP 10 | SRISK | LRMES | LVG |
| Citigroup Inc | 127,219 | 49.10 | 22.59 |
| Bank of America Corp | 78,905 | 44.27 | 10.89 |
| JPMorgan Chase & Co | 71,564 | 45.12 | 9.49 |
| Goldman Sachs Group Inc/The | 55,443 | 46.20 | 12.95 |
| Wells Fargo & Co | 40,421 | 40.52 | 10.74 |
| Prudential Financial Inc | 26,330 | 50.65 | 15.37 |
| Lincoln National Corp | 17,644 | 69.66 | 43.87 |
| PNC Financial Services Group Inc/The | 14,579 | 55.74 | 8.90 |
| MetLife Inc | 13,977 | 43.44 | 10.59 |
| Capital One Financial Corp | 13,494 | 55.85 | 9.89 |
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)