- Asset and group are self explanatory
- SRISK% is the measure that show what percentage of the total capital shortfall in a crisis would be due this company.
- ERISK a measure of the equity losses of the firm in a crisis state
- MES (Marginal expected shortfall) describes what percentage the company’s stock would decline in the event of a 2% market fall.
4 of the riskiest American companies own more than 50% of the United States economy, and Top 5, can cause a capital shortfall if they go bankrupt. Also, see how top 3 companies are related to banking. Share
0 comentaris:
Post a Comment