US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $118,964 | 53.42 | 15.50 |
Bank of America Corp | $69,839 | 46.39 | 9.63 |
Goldman Sachs Group Inc/The | $33,535 | 51.15 | 8.54 |
Prudential Financial Inc | $30,238 | 50.73 | 16.58 |
MetLife Inc | $20,529 | 46.93 | 11.98 |
Lincoln National Corp | $19,709 | 54.14 | 48.40 |
Corebridge Financial Inc | $17,926 | 54.38 | 18.04 |
Equitable Holdings Inc | $15,941 | 55.50 | 18.31 |
Brighthouse Financial Inc | $13,308 | 60.74 | 61.10 |
Jackson Financial Inc | $12,186 | 53.60 | 30.38 |
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)