Banks with the Highest 5-Year Credit Default Swaps (CDS)

A high 5 year credit default swap means that the market perceives a higher risk of the bank defaulting on its obligations in the next five years, which results in a higher cost to purchase a CDS to protect against that risk.

Rank by Highest risk estimate 5 Year credit default swaps Price drop since March 1st

Color index:

Very bad

bad

so-so

good

Rank	Name	CD5	Price % since March 1st	Price to book	Cash eq. % of total assets	Assets / Liabilities
1	Nomura Holdings NMR	102.11	8.03%	0.4760	8.76%	107.24%
2	Goldman Sachs GS	79.83	2.00%	1.00	15.73%	108.23%
3	Citigroup C	75.39	10.27%	0.4257	13.93%	109.31%
4	Bank of America BAC	75.17	8.00%	0.8916	7.43%	109.61%
5	Barclays BCS	73.16	9.57%	0.3411	15.06%	104.81%
6	Deutsche Bank DB	68.73	11.76%	0.2801	13.22%	105.95%
7	UBS UBS	60.23	0.23%	1.24	16.09%	105.73%
8	Macquarie MQG.AX	60.83	7.13%	1.99	22.63%	109.64%
9	UniCredit UCG.MI	60.2	19.01%	0.6377	12.26%	107.69%
10	Erste Group Bank EBO.F	58.54	6.39%	0.5361	17.01%	108.37%
11	Société Générale GLE.PA	55.95	5.35%	0.2679	11.65%	105.1%
12	JPMorgan Chase JPM	56.29	9.68%	1.50	15.15%	108.81%
13	Commerzbank CBK.F	57.16	6.29%	0.4421	1.54%	106.82%
14	Santander SAN	54.71	0.77%	0.5862	17.61%	106.03%
15	BNP Paribas BNP.PA	52.42	6.88%	0.5339	17.28%	105.15%
16	HSBC HSBC	49.26	6.88%	0.8205	10.35%	107.07%
17	Crédit Agricole ACA.PA	48,70	3.56%	0.4754	29.43%	103.51%
18	Skandinaviska Enskilda Banken SEB-A.ST	47.48	2.09%	1.22	11.84%	105.94%
19	NatWest Group NWG	39.7	15.01%	0.5869	20.13%	105.73%
20	ING ING	34.34	2.91%	0.9180	8.42%	105.39%

Follow me on Twitter

Rank	Name	CD5	Price % since March 1st	Price to book	Cash eq. % of total assets	Assets / Liabilities