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Wednesday, April 28, 2010

The Riskiest Financial Firms In America

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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