CDS market status quo

The biggest risk in CDS market is counterparty risk. Bear Stearns, Lehman and American International Group are all the biggest participants in the CDS market. Bear Stearns and Lehman are one of the main providers of market liquidity, and they have made millions of transactions with hundreds of counterparties. After bankruptcy, multi-angle debts were as dense as cobwebs, which caused great confusion in the CDS market. For this reason, preventing the counterparty from defaulting is one of the main reasons why the US government supported JPMorgan Chase's acquisition of Bear Stearns in March.

At present, two groups of institutions and personnel are developing two central clearing institutions. Like the stock exchange, all investment institutions trade with this clearing institution, completely eliminating the counterparty risk. Chicago Mercantile Exchange Group (CME) will exclusively develop an exchange-based CDS trading system, which will be put into use in a few weeks. The other group is a unified clearing institution jointly developed and established by new york Branch of the Federal Reserve and 17 big securities firms including Goldman Sachs, Citigroup, JPMorgan Chase and UBS.

In addition, the US Securities and Exchange Commission (SEC) and the State of New York decided to regulate the CDS market.

The SEC is investigating possible fraud in CDS and whether anyone is using the CDS market to bring down Lehman and AIG. The SEC has collected recent data on financial company stocks and CDS transactions from a number of hedge funds, and all data must be signed.

New York is also taking action, and new york's insurance department requires that the counterparty selling some CDS risks must be an insurance company. The head of the department changed his previous position, insisting that CDS contracts are "insurance, so they must be regulated". This measure will be implemented from June 5, 2009 to1October 5, 2009, and is applicable to CDS counterparties holding reference bonds or loans in New York State. New york's counterparties have a huge market share, which I believe will prompt other states, especially Connecticut, to adopt the same regulations.