US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $131,023 | 55.59 | 17.72 |
Bank of America Corp | $85,417 | 48.17 | 10.16 |
Goldman Sachs Group Inc/The | $49,755 | 52.23 | 9.84 |
Prudential Financial Inc | $31,774 | 53.89 | 17.00 |
Wells Fargo & Co | $22,229 | 46.58 | 8.29 |
MetLife Inc | $21,786 | 49.84 | 11.91 |
Lincoln National Corp | $20,279 | 63.72 | 49.79 |
Corebridge Financial Inc | $18,446 | 54.89 | 19.03 |
US Bancorp | $15,691 | 46.46 | 10.03 |
Equitable Holdings Inc | $15,609 | 53.44 | 18.26 |
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)