Global SRISK Summary
Global Systemic Risk by Country (US$ billion) |
|---|
US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $106,898 | 49.90 | 13.72 |
Bank of America Corp | $58,512 | 38.73 | 10.21 |
Prudential Financial Inc | $31,964 | 40.69 | 20.16 |
Wells Fargo & Co | $26,823 | 39.86 | 9.34 |
MetLife Inc | $25,664 | 40.86 | 14.97 |
Goldman Sachs Group Inc/The | $24,177 | 49.98 | 8.01 |
Corebridge Financial Inc | $22,100 | 49.01 | 31.42 |
Lincoln National Corp | $20,962 | 50.69 | 47.70 |
Equitable Holdings Inc | $20,725 | 52.41 | 31.29 |
Brighthouse Financial Inc | $12,954 | 44.54 | 54.92 |
Global Financials
US Financials
Related Documents
Engle and Ruan (2018)
Acharya, Pedersen, Philippon and Richardson (2016)
Engle (2016)
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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)