US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $113,715 | 50.84 | 15.23 |
Bank of America Corp | $47,995 | 42.10 | 9.29 |
Goldman Sachs Group Inc/The | $30,065 | 50.43 | 8.39 |
Prudential Financial Inc | $29,022 | 48.19 | 16.30 |
Lincoln National Corp | $19,827 | 56.98 | 47.70 |
MetLife Inc | $19,307 | 45.98 | 11.67 |
Corebridge Financial Inc | $17,666 | 54.50 | 17.46 |
Equitable Holdings Inc | $15,704 | 55.50 | 17.72 |
Brighthouse Financial Inc | $13,286 | 60.85 | 59.74 |
Jackson Financial Inc | $12,210 | 54.58 | 30.03 |
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)