US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
| TOP 10 | SRISK | LRMES | LVG |
| Citigroup Inc | 131,877 | 37.99 | 28.91 |
| Bank of America Corp | 100,225 | 36.98 | 13.97 |
| Goldman Sachs Group Inc/The | 61,088 | 43.93 | 14.57 |
| JPMorgan Chase & Co | 48,660 | 40.06 | 9.32 |
| Wells Fargo & Co | 41,840 | 34.22 | 11.94 |
| Prudential Financial Inc | 24,213 | 39.56 | 16.55 |
| US Bancorp | 23,315 | 43.92 | 13.05 |
| Truist Financial Corp | 22,111 | 50.28 | 14.09 |
| Lincoln National Corp | 18,339 | 55.74 | 60.10 |
| First Republic Bank/CA | 17,184 | 19.86 | 12,685.72 |
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)