Liverpool boss Rafael Benitez hit back last week by saying that he had discussed the idea of a transfer with O'Neill "20 days ago" and the row threatens to turn ugly.
Other banks have also been hit, and Merrill Lynch's boss Stan O'Neal and Citigroup's chief executive Charles Prince have both left their posts recently.
The former Lyon boss questioned the importance of a captain's role in Scottish club football recently and Ferguson hit back at those comments in Sunday newspapers.