US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
TOP 10 | SRISK ($m) | LRMES | LVG |
Citigroup Inc | $95,637 | 41.53 | 14.24 |
Prudential Financial Inc | $27,797 | 37.10 | 17.38 |
MetLife Inc | $21,346 | 41.92 | 12.98 |
Lincoln National Corp | $19,699 | 43.89 | 38.80 |
Corebridge Financial Inc | $19,657 | 48.17 | 22.68 |
Equitable Holdings Inc | $18,871 | 50.37 | 24.29 |
Bank of America Corp | $15,876 | 34.81 | 9.01 |
Brighthouse Financial Inc | $13,349 | 55.57 | 50.73 |
Jackson Financial Inc | $12,839 | 49.30 | 30.74 |
Goldman Sachs Group Inc/The | $11,957 | 45.51 | 7.88 |
Global Financials
US Financials
Related Documents
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)