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.

No Responses to “Holy Exposure Batman!”

1. Chris Donnan : Programming - Brooklyn Style - How Has Functional Programming Influenced Your Coding Style?, on April 28th, 2008 at 14:49, said:
   

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