US Financials Systemic Risk Top Ten | |||
---|---|---|---|
TOP 10 | SRISK | LRMES | LVG |
Citigroup Inc | 132,074 | 50.00 | 25.46 |
Bank of America Corp | 126,138 | 53.59 | 12.86 |
Goldman Sachs Group Inc/The | 67,723 | 52.12 | 14.11 |
Wells Fargo & Co | 54,916 | 44.13 | 11.66 |
JPMorgan Chase & Co | 52,345 | 43.60 | 8.94 |
Morgan Stanley | 36,478 | 59.07 | 9.21 |
Prudential Financial Inc | 26,956 | 50.00 | 16.30 |
US Bancorp | 26,934 | 59.30 | 11.35 |
MetLife Inc | 22,741 | 50.82 | 12.82 |
Truist Financial Corp | 20,936 | 55.57 | 12.21 |
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)