US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
| TOP 10 | SRISK | LRMES | LVG |
| Citigroup Inc | 114,630 | 41.00 | 22.61 |
| JPMorgan Chase & Co | 82,748 | 39.56 | 10.93 |
| Bank of America Corp | 66,747 | 35.30 | 11.45 |
| Goldman Sachs Group Inc/The | 53,621 | 43.83 | 13.79 |
| Wells Fargo & Co | 46,976 | 36.05 | 12.04 |
| Prudential Financial Inc | 37,297 | 39.20 | 20.48 |
| Lincoln National Corp | 21,697 | 56.13 | 35.97 |
| Morgan Stanley | 18,918 | 47.46 | 8.73 |
| MetLife Inc | 17,512 | 37.42 | 12.51 |
| American International Group Inc | 13,710 | 38.39 | 11.82 |
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)