Risk management poll – foreign exchange

Short-term (< 2 years) OTC currency swaps $/eur Ranking 2002 Total score 1 Citigroup 44 2 Deutsche 31 3 JP Morgan Chase 21 4 BNP Paribas 20 5 Barclays Capital 16 6 ING Group 15 7 UBS Warburg 14 8= Royal Bank of Scotland 8 8= HSBC 8 10= Goldman Sachs 6 10= Crédit Agricole […]

Short-term (< 2 years) OTC currency swaps
$/eur
Ranking 2002 Total score
1 Citigroup 44
2 Deutsche 31
3 JP Morgan Chase 21
4 BNP Paribas 20
5 Barclays Capital 16
6 ING Group 15
7 UBS Warburg 14
8= Royal Bank of Scotland 8
8= HSBC 8
10= Goldman Sachs 6
10= Crédit Agricole Indosuez 6
10= Société Générale 6
10= Bank of America 6
14 Credit Suisse First Boston 5
15= Commerzbank 4
15= Crédit du Nord 4
15= Crédit Lyonnais 4
18= Rabobank 3
18= Bayerische Landesbank 3
18= SEB 3
18= Lehman Brothers 3
18= Natexis Banque 3
18= West LB 3
24= Standard Chartered Bank 2
24= ABN Amro 2
24= Nordea 2
$/yen
Ranking 2002 Total score
1 Citigroup 32
2 JP Morgan Chase 15
3 Deutsche 13
4= Mitsubishi Tokyo Financial Group 11
4= UBS Warburg 11
6 Goldman Sachs 10
7 ING Group 9
8 Bank of America 8
9 HSBC 5
10= Crédit du Nord 4
10= ABN Amro 4
10= AIG International 4
10= Nomura Securities 4
10= Crédit Agricole Indosuez 4
15= BNP Paribas 3
15= Barclays Capital 3
17= Credit Suisse First Boston 2
17= Société Générale 2
17= Morgan Stanley Dean Witter 2
$/stg
Ranking 2002 Total score
1 JP Morgan Chase 15
2 Barclays Capital 13
3 Deutsche 11
4 UBS Warburg 10
5= Citigroup 7
5= HSBC 7
7 ING Group 5
8= Credit Suisse First Boston 4
8= Crédit Agricole Indosuez 4
8= Royal Bank of Scotland 4
8= Crédit du Nord 4
12= Goldman Sachs 3
12= BNP Paribas 3
Long-dated (> 2 years) cross-currency swaps
$/eur
Ranking 2002 Total score
1 Citigroup 27
2 UBS Warburg 24
3 BNP Paribas 23
4 JP Morgan Chase 16
5= ABN Amro 15
5= Deutsche 15
7 Merrill Lynch 11
8 HSBC 10
9 Barclays Capital 9
10= Goldman Sachs 6
10= West LB 6
12 Société Générale 5
13= Morgan Stanley Dean Witter 4
13= Royal Bank of Scotland 4
13= Crédit Lyonnais 4
13= AIG International 4
13= Bayerische Landesbank 4
18= Dresdner Kleinwort Wasserstein 3
18= Lehman Brothers 3
18= Bank of America 3
18= Crédit Agricole Indosuez 3
22= Credit Suisse First Boston 2
22= Landesbank Hessen-Thueringen 2
22= ING Group 2
$/yen
Ranking 2002 Total score
1 JP Morgan Chase 13
2 UBS Warburg 11
3 Citigroup 10
4 ABN Amro 8
5 Mitsubishi Tokyo Financial Group 7
6 Deutsche 6
7= HSBC 5
7= Barclays Capital 5
9= Crédit Lyonnais 4
9= AIG International 4
11= Lehman Brothers 3
11= Bank of America 3
11= Goldman Sachs 3
14= Nomura Securities 2
14= Credit Suisse First Boston 2
$/Stg
Ranking 2002 Total score
1 Barclays Capital 9
2= Citigroup 7
2= JP Morgan Chase 7
4= Royal Bank of Scotland 6
4= UBS...

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