US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
| TOP 10 | SRISK | LRMES | LVG |
| Citigroup Inc | 101,217 | 41.45 | 17.26 |
| Goldman Sachs Group Inc/The | 44,196 | 46.61 | 11.47 |
| Prudential Financial Inc | 35,327 | 44.48 | 17.34 |
| JPMorgan Chase & Co | 19,658 | 40.03 | 8.42 |
| Lincoln National Corp | 18,219 | 52.02 | 23.47 |
| MetLife Inc | 13,652 | 37.54 | 11.15 |
| Brighthouse Financial Inc | 12,136 | 63.53 | 37.86 |
| Wells Fargo & Co | 11,141 | 39.03 | 8.61 |
| American International Group Inc | 9,351 | 35.15 | 10.73 |
| Genworth Financial Inc | 5,312 | 46.24 | 36.86 |
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)