Risk management - interest-rate products: Caps/floors/collars/swaptions & exotics
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Risk management - interest-rate products: Caps/floors/collars/swaptions & exotics



Exotic interest rate options


...
Caps/floors/collars/swaptions
$
1 2 JP Morgan Chase 50
2 7= Credit Suisse First Boston 18
3 7= Deutsche Bank 17
4 1 Citigroup 15
5= 11= Barclays Capital 11
5= 11= HSBC 11
5= 4= Merrill Lynch 11
8 10 Lehman Brothers 10
9 -- National Australia Bank 9
10= 4= ABN Amro 8
10= 9 Bank of America 8
10= 3 UBS 8
13 11= RBS 7
14= -- Bayerische Landesbank 6
14= 4= Goldman Sachs 6
14= 11= Morgan Stanley 6
Euro
Ranking 2003 Ranking 2002 Total score
1 3 JP Morgan Chase 31
2 11= Deutsche Bank 27
3 17= ABN Amro 22
4 15= Credit Suisse First Boston 18
5 1 UBS 16
6 10 RBS 15
7= -- Goldman Sachs 11
7= 5 Société Générale 11
9 17= HSBC 9
10 4 BNP Paribas 8
11= 7= Barclays Capital 7
11= 6 Crédit Agricole Indosuez 7
Yen
Ranking 2003 Ranking 2002 Total score
1 1= JP Morgan Chase 15
2 -- HSBC 12
3= 1= Barclays Capital 5
3= 6= Nikko Salomon Smith Barney 5
Stg
Ranking 2003 Ranking 2002 Total score
1 1 RBS 27
2



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