US Financials Systemic Risk Top Ten | |||
---|---|---|---|
TOP 10 | SRISK | LRMES | LVG |
Citigroup Inc | 100,898 | 43.81 | 15.96 |
Goldman Sachs Group Inc/The | 32,523 | 45.78 | 9.35 |
Bank of America Corp | 28,752 | 35.17 | 9.46 |
Prudential Financial Inc | 26,821 | 44.27 | 15.30 |
Lincoln National Corp | 20,556 | 51.37 | 52.74 |
Equitable Holdings Inc | 15,945 | 49.67 | 19.13 |
Corebridge Financial Inc | 13,797 | 38.29 | 15.97 |
Brighthouse Financial Inc | 13,592 | 54.78 | 63.32 |
MetLife Inc | 13,247 | 38.06 | 10.91 |
Jackson Financial Inc | 12,796 | 54.10 | 29.51 |
Engle and Ruan (2018)
Acharya, Pedersen, Philippon and Richardson (2016)
Engle (2016)
Brownlees and Engle (2016)
Acharya, Engle, and Pierret (2015)
Acharya, Engle, and Richardson (2012)
Acharya, Pedersen, Philippon and Richardson (2010)