US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $114,740 | 51.79 | 14.71 |
Bank of America Corp | $81,542 | 47.78 | 9.89 |
Prudential Financial Inc | $33,281 | 55.63 | 17.10 |
Goldman Sachs Group Inc/The | $27,840 | 49.54 | 8.34 |
MetLife Inc | $25,646 | 55.44 | 12.25 |
Wells Fargo & Co | $21,739 | 47.82 | 8.07 |
Lincoln National Corp | $19,944 | 59.20 | 37.78 |
Corebridge Financial Inc | $18,778 | 55.29 | 18.87 |
Equitable Holdings Inc | $17,126 | 54.61 | 19.21 |
Brighthouse Financial Inc | $13,801 | 58.66 | 70.13 |
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)