From a Safe Money Report advertisement:

According to Martin Weiss, banks with high percentage of bad loans (I could not verify the authenticity of these numbers):

Citibank	$8.4 bi
JP Morgan Chase	$1.4 bi
Wachovia	$2.1 bi
Washington Mutual	$1.8 bi
Fleet NB	$3.1 bi
Bank One	$2.5 bi
US Bank	$1.4 bi
Merrill Lynch	$214 mi
World Savings	$318 mi
LaSalle Bank	$472 mi
Deutsche Bank	$1.6 bi

It seems all that money is or was owed by Global Crossing, Kmart, Budget Group, GenTek, Kaiser Aluminum, McLeod USA, Metromedia, US Airways, Williams Communications, NTL, Enron, HealthSouth, Qwest Communications, Sprint PCS, Corning, Lucent, Nortel Networks, and other telecom, cable and energy companies.

As per Martin Weiss, these banks have the largest derivative holdings:

JP Morgan Chase	$28,432 bi
Bank of America	$12,467 bi
Citibank	$8,381 bi
Wachovia Bank	$2,041 bi
Bank One	$1,090 bi
Wells Fargo	$668 bi
HSBC Bank USA	$670 bi
Fleet	$435 bi
Bank of New York	$425 bi
State Street B&T	$235 bi
National City Bank	$166 bi
National City Bank of IN	$115 bi
Standard Federal Bank	$111 bi
Mellon Bank	$88 bi
LaSalle Bank	$72 bi
Keybank	$71 bi
Suntrust Bank	$69 bi
PNC Bank	$47 bi
US Bank	$42 bi
Deutsche Bank	$43 bi
First Tennessee Bank	$28 bi
Merrill Lynch Bank	$23 bi
Comercia Bank	$20 bi
Capital One Bank	$18 bi
Union Bank of CA	$17 bi