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David Prosser: Derivatives timebomb is still ticking

 

David Prosser
Thursday 25 August 2011 00:00 BST
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Outlook Three years after the collapse of Lehman Brothers and AIG, regulators still have not found a way to keep track of the opaque derivatives market that paralysed the world's financial system in the wake of those corporate disasters.

When Lehman and AIG crashed in September 2008, it quickly emerged that both institutions were up to their neck in over-the-counter derivative contracts such as credit default swaps. But working out who owed what to whom was almost impossible because there was no centralised source of data on transactions undertaken. In a market worth $600 trillion, that was a timebomb.

The G20 group of leading economies subsequently made setting up a system through which all such trades would be logged, so that regulators could keep a close eye on them, a priority. Yet the International Organisation of Securities Commissions warned yesterday that the system remains riddled with data shortfalls.

Part of the explanation for the delay seems to be a row over who will cover the cost of improveddisclosure. Another issue is that banks have not agreed a standardised classification of the various different types of derivative contracts traded over the counter rather than through an exchange.

Whatever the explanation, the message from Iosco is clear: regulators still do not have proper oversight of this market. The timebomb has yet to be defused.

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