The hour-long programme, titled The Last Days Of Lehman Brothers, is inspired by the weekend that the firm declared itself bankrupt. It will star James Cromwell, James Bolam, Ben Daniels, Michael Landes and Corey Johnson.
"In the year following the collapse of Lehman Brothers, writer Craig Warner has written a very engaging script inspired by those events," said executive producer Ruth Caleb.
"We are also very fortunate that we have an exceptional cast, including James Cromwell, Ben Daniels and James Bolam to bring those events to life."
The drama is expected to air this autumn on BBC Two.