US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $112,068 | 51.83 | 14.24 |
Bank of America Corp | $55,038 | 43.24 | 9.36 |
Prudential Financial Inc | $32,896 | 54.59 | 17.08 |
Goldman Sachs Group Inc/The | $26,556 | 51.37 | 7.99 |
MetLife Inc | $22,959 | 50.91 | 12.02 |
Corebridge Financial Inc | $19,887 | 61.41 | 19.06 |
Lincoln National Corp | $19,350 | 52.26 | 36.76 |
Wells Fargo & Co | $17,831 | 47.37 | 7.91 |
Equitable Holdings Inc | $17,381 | 55.38 | 19.59 |
Brighthouse Financial Inc | $13,749 | 58.30 | 67.31 |
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)