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 mark...

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Calculate SRISK and LRMES for these 3 banks and provide a quick interpretation of these 3 metrics.

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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.

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Calculate SRISK and LRMES for these 3 banks and provide a quick interpretation of these 3 metrics.

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Financial Management Core Concepts

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