US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $105,828 | 54.25 | 12.56 |
Bank of America Corp | $55,581 | 45.55 | 9.07 |
Prudential Financial Inc | $28,599 | 43.80 | 16.19 |
MetLife Inc | $25,391 | 51.66 | 12.74 |
Lincoln National Corp | $20,818 | 59.56 | 38.65 |
Corebridge Financial Inc | $20,067 | 51.70 | 22.38 |
Equitable Holdings Inc | $19,278 | 54.14 | 24.05 |
Brighthouse Financial Inc | $13,281 | 52.65 | 51.74 |
Jackson Financial Inc | $12,743 | 55.48 | 26.34 |
State Street Corp | $8,472 | 45.74 | 10.02 |
Global Financials
US Financials
Related Documents
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)