US Financials Systemic Risk Top Ten | |||
---|---|---|---|
TOP 10 | SRISK | LRMES | LVG |
Citigroup Inc | 114,626 | 38.42 | 21.21 |
Bank of America Corp | 57,874 | 33.15 | 11.26 |
Goldman Sachs Group Inc/The | 56,397 | 43.66 | 13.05 |
Prudential Financial Inc | 22,272 | 36.35 | 15.26 |
Lincoln National Corp | 19,841 | 56.89 | 60.48 |
Morgan Stanley | 17,884 | 48.07 | 8.51 |
Equitable Holdings Inc | 16,369 | 49.31 | 24.42 |
Wells Fargo & Co | 14,420 | 33.70 | 9.50 |
Corebridge Financial Inc | 14,063 | 25.37 | 20.66 |
MetLife Inc | 13,955 | 33.74 | 11.98 |
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)