V-Lab
V-Lab

Systemic Risk Analysis (Dynamic MES with Simulation) of U.S. Financials

Analysis last updated: Saturday, August 13, 2022, 04:31 AM UTC

Predicted System Capital Shortfall for a
 40% 
market decline: million
Systemic Risk Rankings for
InstitutionSRISK %SRISK ($ m)Marginal SRISKLRMESBetaCorVolLvg
 
 
 
 
 
 
 
 
 
 

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