| US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
| TOP 10 | SRISK ($m) | LRMES | LVG | 
| Citigroup Inc | $106,602 | 45.91 | 14.92 | 
| Bank of America Corp | $40,558 | 39.61 | 9.28 | 
| Prudential Financial Inc | $30,477 | 44.96 | 17.91 | 
| MetLife Inc | $21,330 | 46.14 | 12.32 | 
| Lincoln National Corp | $19,445 | 50.24 | 39.30 | 
| Corebridge Financial Inc | $19,015 | 53.43 | 20.21 | 
| Equitable Holdings Inc | $17,712 | 53.07 | 21.57 | 
| Goldman Sachs Group Inc/The | $16,529 | 44.37 | 8.31 | 
| Brighthouse Financial Inc | $13,735 | 56.07 | 69.95 | 
| Jackson Financial Inc | $12,455 | 51.76 | 29.21 | 
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)