Sunday, August 16, 2009

http://www.ritholtz.com/blog/2009/07/5-firms-hold-80-of-derivative-risk/

About 80% of the derivative assets and liabilities carried on the balance sheets of 100 companies reviewed by Fitch were held by five banks: JP Morgan Chase, Bank of America, Goldman Sachs, Citigroup, and Morgan Stanley. Those five banks also account for more than 96% of the companies’ exposure to credit derivatives.

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