V-Lab
V-Lab

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

Analysis last updated: Saturday, January 11, 2025 at 04:15 AM UTC

Predicted System Capital Shortfall for a
 40% 
market
decline: million
Systemic Risk Rankings for
Institution
SRISK %SRISK ($ m)Marginal SRISKLRMESMarket βCorVolLvgStressed Lvg
 
 
 
 
 
 
 
 
 
 

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