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	117,106	46.52	18.98
Bank of America Corp	64,983	43.95	9.86
Goldman Sachs Group Inc/The	50,828	47.63	11.07
Prudential Financial Inc	21,430	40.69	13.74
Lincoln National Corp	19,841	55.38	51.45
MetLife Inc	17,331	43.63	11.52
Equitable Holdings Inc	16,472	52.35	21.54
Corebridge Financial Inc	14,493	34.16	18.74
Coinbase Global Inc	14,355	75.64	6.93
Brighthouse Financial Inc	13,409	60.59	61.35

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)