US Financials Systemic Risk Top Ten | |||
---|---|---|---|
TOP 10 | SRISK | LRMES | LVG |
Citigroup Inc | 124,784 | 53.64 | 19.39 |
Bank of America Corp | 69,134 | 40.69 | 10.63 |
Goldman Sachs Group Inc/The | 52,671 | 51.33 | 10.81 |
Wells Fargo & Co | 51,335 | 49.34 | 10.16 |
Prudential Financial Inc | 23,533 | 45.82 | 14.00 |
Lincoln National Corp | 20,219 | 60.91 | 52.62 |
Corebridge Financial Inc | 18,754 | 60.13 | 19.16 |
Equitable Holdings Inc | 16,789 | 52.49 | 22.08 |
Morgan Stanley | 15,580 | 52.76 | 7.59 |
MetLife Inc | 14,096 | 41.68 | 10.76 |
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)