He said he had never heard of "Anna Scotland" or the brothel she allegedly ran for 15 years. But he said he knew that at least some of his colleagues had patronized prostitutes or escorts.
"It tends to be the senior guys, guys who don't want to worry about a commitment and don't have time to pick up regular girls," he said.
A junior investment banker at Goldman Sachs shared similar thoughts.
"It's not going to be a 29-year-old showing up in a madame's black book. It's going to be an MD. And you worry, 'What happens if its my MD?'" the banker said.
One senior law enforcement official in New York City, who was not authorized to discuss the matter and isn't directly involved in the case, said the police are unlikely to reveal the names of private citizens "involved" in the case. Politicians, however, are fair game, he said.
The real danger to Wall Street types and executives would be if Gristina herself went public with client names, he said.
Morgan Stanley had no comment for this story.
Follow John on Twitter. (Market and financial news, adventures in New York City, plus whatever is on his mind.) You can email him at email@example.com.
We also have two NetNet Twitter feeds. Follow CNBCnetnet for the best of the days posts, including breaking news. Follow NetNetDigest for a feed of every single post each day.
You can also be our friend on Facebook. Or subscribe to John's Facebook page.
We're on Google Plus too! Click here and add NetNet to your circles. And here is John's Google+ page.
Questions? Comments? Tips? Email us atNetNet@cnbc.comor send a text message to: 9170740-8477.
Call us at 201-735-4638.