US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
| TOP 10 | SRISK | LRMES | LVG |
| Citigroup Inc | 117,601 | 40.22 | 24.21 |
| JPMorgan Chase & Co | 93,136 | 40.61 | 11.31 |
| Bank of America Corp | 77,280 | 34.95 | 12.22 |
| Wells Fargo & Co | 59,246 | 38.42 | 13.24 |
| Goldman Sachs Group Inc/The | 57,080 | 43.33 | 14.78 |
| Prudential Financial Inc | 40,041 | 43.14 | 21.97 |
| Morgan Stanley | 22,093 | 45.88 | 9.36 |
| Lincoln National Corp | 21,520 | 52.26 | 40.54 |
| MetLife Inc | 18,921 | 39.41 | 12.71 |
| American International Group Inc | 17,635 | 39.55 | 13.56 |
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)