Risk management poll – interest rate products

Short-term (< 2 years) OTC interest-rate swaps $ Ranking 2002 Total score 1 JP Morgan Chase 75 2 Citigroup 41 3 Deutsche 32 4 Bank of America 23 5 Barclays Capital 17 5 UBS Warburg 17 7 Goldman Sachs 16 8 HSBC 15 9 Credit Suisse First Boston 14 10= Crédit Agricole Indosuez 6 10= […]

Short-term (< 2 years) OTC interest-rate swaps
$
Ranking 2002 Total score
1 JP Morgan Chase 75
2 Citigroup 41
3 Deutsche 32
4 Bank of America 23
5 Barclays Capital 17
5 UBS Warburg 17
7 Goldman Sachs 16
8 HSBC 15
9 Credit Suisse First Boston 14
10= Crédit Agricole Indosuez 6
10= Lehman Brothers 6
10= Société Générale 6
10= ING Group 6
14= BNP Paribas 4
14= ABN Amro 4
16= Crédit Lyonnais 3
16= Standard Chartered Bank 3
16= Mizuho Group 3
16= Yapi Kredit Bank 3
20= Turkiye Garanti Bankasi 2
20= Mitsubishi Tokyo Financial Group 2
20= Dresdner Kleinwort Wasserstein 2
Euro
Ranking 2002 Total score
1 Deutsche 43
2 Barclays Capital 31
3 UBS Warburg 23
4 JP Morgan Chase 18
5 Citigroup 15
6 BNP Paribas 13
7= Crédit Agricole Indosuez 11
7= ABN Amro 11
9 Royal Bank of Scotland 10
10= Credit Suisse First Boston 7
10= Natexis Banque 7
12= San Paolo-IMI 6
12= Société Générale 6
12= Crédit Industriel et Commercial (CIC) 6
15= Merrill Lynch 5
15= Goldman Sachs 5
15= Dresdner Kleinwort Wasserstein 5
18 Fortis Bank 4
19= AIG International 3
19= Crédit Lyonnais 3
19= Landesbank Baden-Wuerttemberg 3
19= West LB 3
23= Commerzbank 2
23= Bank of America 2
Yen
Ranking 2002 Total score
1 JP Morgan Chase 12
2 Citigroup 9
3 Bank of America 8
4= AIG International 6
4= Barclays Capital 6
6= Deutsche 4
6= HSBC 4
6= ABN Amro 4
6= Mizuho Group 4
6= Nomura Securities 4
6= Sumitomo MitsuiBanking Corporation 4
6= UBS Warburg 4
13= Royal Bank of Canada 3
13= Standard Chartered Bank 3
13= Crédit Agricole Indosuez 3
13= Mitsubishi Tokyo Financial Group 3
17= Dresdner Kleinwort Wasserstein 2
17= Credit Suisse First Boston 2
Stg
Ranking 2002 Total score
1 Barclays Capital 15
2= Royal Bank of Scotland 8
2= UBS Warburg 8
4 JP Morgan Chase 7
5= HSBC 4
5= Lloyds TSB 4
7 Bank of Nova Scotia 3
8= Dresdner Kleinwort Wasserstein 2
8= Deutsche 2
Sfr
Ranking 2002 Total score
1 UBS Warburg 19
2 Credit Suisse First Boston 16
3= Deutsche 4
3= Barclays Capital 4
5= JP Morgan Chase 3
5= ABN Amro 3
5= Volksbank Zurich 3
8= Dresdner Kleinwort Wasserstein 2
8= Citigroup 2
8= Zuercher Kantonalbank 2
Other :HK$
Ranking 2002 Total score
1 HSBC 19
2 Standard Chartered Bank 9
3 JP Morgan Chase 7
4 Crédit Lyonnais 6
5= Bank of America 2
5= Barclays Capital 2
Long-dated (> 2 years) interest-rate swaps
$
Ranking 2002 Total score
1 JP...

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