Global SRISK Summary
Global Systemic Risk by Country (US$ billion) |
|---|
US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $92,160 | 44.30 | 13.12 |
Bank of America Corp | $30,981 | 32.94 | 9.81 |
Prudential Financial Inc | $29,059 | 34.49 | 19.17 |
MetLife Inc | $23,223 | 36.87 | 14.56 |
Corebridge Financial Inc | $22,079 | 47.47 | 32.21 |
Equitable Holdings Inc | $20,612 | 52.12 | 30.74 |
Lincoln National Corp | $20,483 | 44.64 | 45.98 |
Brighthouse Financial Inc | $12,876 | 42.25 | 54.72 |
Jackson Financial Inc | $12,412 | 46.64 | 28.20 |
Ally Financial Inc | $8,325 | 45.81 | 15.71 |
Global Financials
US Financials
Related Documents
Engle and Ruan (2018)
Acharya, Pedersen, Philippon and Richardson (2016)
Engle (2016)
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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)