Hello!
could someone tell me what is the best LLM in London? Is it UCL? Especially in Banking and Law of Finance....

For Law, UCL is the best...after oxbridge (unfortunately;-)

It's not quite that simple. There are numerous discussions on this board about which of the London colleges are particularly strong in which area. You will find some comments on banking and finance law as well.

Try these for a start:
http://www.llm-guide.com/board/48624
http://www.llm-guide.com/board/33245

It wouldnt be correct to generalise. As Russ says, different colleges are well known for different subjects. I think it makes sense to select a college depending on the subject you plan to pursue rather than selecting a college on account of its overall ranking, but which wouldnt be too good for the subject you want to study.