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JP Morgan could move thousands:
http://uk.reuters.com/article/us-britain-eu-jpmorgan-idUKKCN0ZN0KSA leaked Jaguar Land Rover internal report ahead of the Brexit vote said they might move their HQ to Brussels or Luxembourg:
http://uk.reuters.com/article/uk-britain-eu-jaguarlandrover-exclusive-idUKKCN0Z71SF(It also said Brexit is likely to cost them a billion pounds).
I think most firms are watching what happens and seeing how it pans out for the moment though. These are worst case scenarios.
After all, it's still not definite we will actually Brexit. If Brexit becomes a certainty I would expect to see a lot of this sort of thing actually happening.
I think that there is a big misconception about how much Brexit will hurt the banking sector. London is a global centre, but one of the big things that has helped this is the single market. A firm that is authorised by the FSA is counted as being auhorised in all member states. That disappearing will be a major issue. The threat of that happenning is already a major issue, I know of many firms in the process of moving operations to the mainland.