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Showing posts with label Riskiest Financial Firms In America. Show all posts
Showing posts with label Riskiest Financial Firms In America. Show all posts

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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