US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $108,235 | 48.63 | 14.48 |
Bank of America Corp | $47,026 | 40.77 | 9.38 |
Prudential Financial Inc | $30,815 | 49.49 | 16.81 |
Goldman Sachs Group Inc/The | $26,939 | 49.22 | 8.32 |
MetLife Inc | $19,732 | 45.30 | 11.83 |
Lincoln National Corp | $19,099 | 50.10 | 35.87 |
Corebridge Financial Inc | $18,623 | 53.52 | 19.20 |
Equitable Holdings Inc | $17,220 | 54.43 | 19.53 |
Brighthouse Financial Inc | $13,841 | 57.89 | 74.29 |
Jackson Financial Inc | $12,572 | 53.81 | 29.09 |
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)