US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $99,240 | 42.65 | 14.48 |
Prudential Financial Inc | $27,732 | 36.85 | 17.39 |
MetLife Inc | $21,645 | 44.84 | 12.51 |
Lincoln National Corp | $19,919 | 46.60 | 39.05 |
Equitable Holdings Inc | $19,328 | 52.30 | 25.16 |
Corebridge Financial Inc | $19,166 | 49.35 | 22.63 |
Bank of America Corp | $18,915 | 35.51 | 9.03 |
Brighthouse Financial Inc | $13,426 | 58.03 | 50.44 |
Jackson Financial Inc | $13,156 | 52.69 | 31.88 |
Goldman Sachs Group Inc/The | $11,503 | 44.59 | 7.97 |
Global Financials
US Financials
Related Documents
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)