Top 10 Riskiest Firms | Marginal expected shortfall | ERISK% | SRISK% |
Citigroup | 6.99 | 4.99 | 15.46% |
Bank of America | 5 | 3.97 | 15.4% |
JP Morgan Chase | 5.05 | 3.97 | 9.87% |
Goldman Sachs | 8.4 | 6.64 | 9.69% |
Freddie Mac | 5.6 | 4.7 | 9.31% |
Fannie Mae | 4.91 | 4.32 | 8.94% |
AIG | 3.62 | 3.31 | 6.75% |
Morgan Stanley | 5.35 | 5.13 | 5.21% |
Prudential Financial | 3.94 | 3.39 | 2.71% |
Hartford Financial Services Group | 3.98 | 3.43 | 2.05% |
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Wednesday, April 28, 2010
The Riskiest Financial Firms In America
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