US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $102,726 | 47.66 | 13.89 |
Bank of America Corp | $37,362 | 39.14 | 9.22 |
Prudential Financial Inc | $31,353 | 48.60 | 17.58 |
Goldman Sachs Group Inc/The | $21,801 | 49.93 | 7.89 |
MetLife Inc | $20,218 | 46.68 | 11.75 |
Lincoln National Corp | $19,660 | 54.50 | 38.37 |
Corebridge Financial Inc | $19,141 | 54.50 | 20.10 |
Equitable Holdings Inc | $17,826 | 55.81 | 20.73 |
Brighthouse Financial Inc | $13,594 | 56.07 | 62.07 |
Jackson Financial Inc | $12,460 | 53.50 | 28.24 |
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)