US Financials Systemic Risk Top Ten | |||
---|---|---|---|
TOP 10 | SRISK | LRMES | LVG |
Citigroup Inc | 122,465 | 53.86 | 18.08 |
Bank of America Corp | 38,245 | 35.60 | 9.80 |
Goldman Sachs Group Inc/The | 35,862 | 45.22 | 9.74 |
Prudential Financial Inc | 28,755 | 52.18 | 14.46 |
MetLife Inc | 22,937 | 53.64 | 11.38 |
Lincoln National Corp | 20,213 | 48.67 | 49.01 |
Equitable Holdings Inc | 16,570 | 51.79 | 19.95 |
Corebridge Financial Inc | 14,543 | 39.22 | 17.63 |
Brighthouse Financial Inc | 13,081 | 56.53 | 58.68 |
Jackson Financial Inc | 11,980 | 51.94 | 24.31 |
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)