BanksOnTheBrink.com

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
Erste Group Bank
EBO.F
93.44 6.39%0.5361 17.01% 108.37%
2
Nomura Holdings
NMR
79.84 8.03%0.4760 8.76% 107.24%
3
Barclays
BCS
68.47 9.57%0.3411 15.06% 104.81%
4
Deutsche Bank
DB
65.75 11.76%0.2801 13.22% 105.95%
5
Goldman Sachs
GS
62.6 2.00%1.00 15.73% 108.23%
6
Citigroup
C
58.52 10.27%0.4257 13.93% 109.31%
7
Société Générale
GLE.PA
58.38 5.35%0.2679 11.65% 105.1%
8
Bank of America
BAC
58.13 8.00%0.8916 7.43% 109.61%
9
Commerzbank
CBK.F
57.57 6.29%0.4421 1.54% 106.82%
10
UniCredit
UCG.MI
55.61 19.01%0.6377 12.26% 107.69%
11
BNP Paribas
BNP.PA
52.48 6.88%0.5339 17.28% 105.15%
12
Santander
SAN
50.42 0.77%0.5862 17.61% 106.03%
13
UBS
UBS
49.85 0.23%1.24 16.09% 105.73%
14
Crédit Agricole
ACA.PA
48,90 3.56%0.4754 29.43% 103.51%
15
Skandinaviska Enskilda Banken
SEB-A.ST
46.19 2.09%1.22 11.84% 105.94%
16
JPMorgan Chase
JPM
45.04 9.68%1.50 15.15% 108.81%
17
HSBC
HSBC
43.51 6.88%0.8205 10.35% 107.07%
18
Macquarie
MQG.AX
42.2 7.13%1.99 22.63% 109.64%
19
NatWest Group
NWG
36.34 15.01%0.5869 20.13% 105.73%
20
ING
ING
31.85 2.91%0.9180 8.42% 105.39%

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