US Financials Systemic Risk Top Ten | |||
---|---|---|---|
TOP 10 | SRISK | LRMES | LVG |
Citigroup Inc | 90,839 | 43.31 | 14.83 |
Bank of America Corp | 32,268 | 36.80 | 9.41 |
Prudential Financial Inc | 26,808 | 45.46 | 15.67 |
Goldman Sachs Group Inc/The | 24,568 | 46.99 | 8.60 |
Lincoln National Corp | 19,825 | 54.44 | 43.32 |
Equitable Holdings Inc | 15,822 | 50.64 | 18.55 |
MetLife Inc | 13,819 | 39.87 | 10.96 |
Brighthouse Financial Inc | 12,982 | 56.96 | 53.07 |
Jackson Financial Inc | 12,858 | 55.31 | 29.36 |
Corebridge Financial Inc | 12,107 | 33.71 | 15.46 |
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)