Chris Donnan : Programming – Brooklyn Style
software, trading, family, fun
Holy Exposure Batman!
Posted Finance on Saturday, April 26th, 2008.
Posted Finance on Saturday, April 26th, 2008.
Here are a few images that I have been showing people for the past several weeks.
and
These lovely images tell us things like:
- JP Chase seems to have some 84 Trillion in derivs exposure (and 1.3 trillion in actual assets)
- Citi seems to be in 2nd place with some less than half that derivs exposure (and 1.2 trillion in actual assets)
- Lehman and Deutsche are way at the lower end of the spectrum of total exposure
- Most of the big firms have their holdings in rate related contracts
- It is ALL about the OTC market contracts
It is an interesting picture, there are more here, but some folks have mentioned that cannot read this link behind most big bank internet content constraints.
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