Global SRISK Summary
Global Systemic Risk by Country (US$ billion) |
|---|
US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $113,992 | 52.01 | 14.24 |
Bank of America Corp | $59,798 | 39.30 | 10.19 |
Prudential Financial Inc | $32,113 | 41.08 | 20.20 |
Wells Fargo & Co | $30,611 | 40.72 | 9.47 |
Goldman Sachs Group Inc/The | $27,425 | 50.10 | 8.21 |
MetLife Inc | $26,552 | 43.16 | 14.94 |
Corebridge Financial Inc | $22,352 | 50.31 | 32.12 |
Lincoln National Corp | $21,226 | 53.79 | 49.14 |
Equitable Holdings Inc | $20,798 | 52.94 | 31.43 |
Brighthouse Financial Inc | $12,992 | 46.47 | 54.19 |
Global Financials
US Financials
Related Documents
Engle and Ruan (2018)
Acharya, Pedersen, Philippon and Richardson (2016)
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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)