Global SRISK Summary
Global Systemic Risk by Country (US$ billion) |
|---|
US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $90,345 | 41.89 | 13.43 |
Bank of America Corp | $35,013 | 32.63 | 10.02 |
Prudential Financial Inc | $29,740 | 35.15 | 19.61 |
MetLife Inc | $22,694 | 34.71 | 14.75 |
Corebridge Financial Inc | $21,484 | 45.51 | 30.11 |
Lincoln National Corp | $20,418 | 45.07 | 44.79 |
Equitable Holdings Inc | $20,362 | 50.35 | 30.27 |
Goldman Sachs Group Inc/The | $13,405 | 45.67 | 7.94 |
Brighthouse Financial Inc | $12,951 | 45.28 | 54.11 |
Jackson Financial Inc | $12,223 | 45.27 | 27.52 |
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)