US Financials Systemic Risk Top Ten | |||
---|---|---|---|
TOP 10 | SRISK | LRMES | LVG |
Citigroup Inc | 105,485 | 49.40 | 15.32 |
Bank of America Corp | 38,374 | 37.25 | 9.57 |
Goldman Sachs Group Inc/The | 33,754 | 48.69 | 9.00 |
Prudential Financial Inc | 26,478 | 42.66 | 15.48 |
Lincoln National Corp | 20,622 | 53.78 | 51.50 |
Equitable Holdings Inc | 15,922 | 50.95 | 18.61 |
US Bancorp | 13,604 | 47.39 | 9.30 |
Brighthouse Financial Inc | 13,567 | 54.51 | 62.45 |
MetLife Inc | 13,361 | 38.89 | 10.81 |
Jackson Financial Inc | 12,735 | 54.53 | 28.67 |
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)