US Financials Systemic Risk Top Ten | |||
|---|---|---|---|
| TOP 10 | SRISK | LRMES | LVG |
| Citigroup Inc | 130,656 | 49.04 | 24.32 |
| JPMorgan Chase & Co | 62,948 | 39.98 | 9.86 |
| Bank of America Corp | 56,077 | 38.43 | 10.40 |
| Goldman Sachs Group Inc/The | 51,491 | 44.55 | 12.26 |
| Wells Fargo & Co | 31,420 | 37.05 | 10.41 |
| Prudential Financial Inc | 22,721 | 43.15 | 14.70 |
| Lincoln National Corp | 17,596 | 74.66 | 37.37 |
| Capital One Financial Corp | 14,714 | 54.55 | 10.96 |
| Morgan Stanley | 13,959 | 49.26 | 7.97 |
| Bank of New York Mellon Corp/The | 12,852 | 40.91 | 12.15 |
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)