Calculate SRISK and LRMES for these 3 banks and provide a quick interpretation of these 3 metrics.
Fantastic news! We've Found the answer you've been seeking!
Question:
- Calculate SRISK and LRMES for these 3 banks and provide a quick interpretation of these 3 metrics.
Institution | SRISK ($,M) | LRMES (%) | Beta | MVE | Liabilities |
Citigroup | ? | ? | 1.03 | 151,421 | 2,066,038 |
Wells Fargo | ? | ? | 0.91 | 184,839 | 1,779,954 |
Prudential | ? | ? | 1.22 | 39,043 | 872,512 |
Assume d=0.4 (threshold of drop in general market value) and prudential capital requirement k=0.08.
Related Book For
Posted Date: