Eurex has released a white paper that appears to try to further their argument that exchanges are safer than the OTC market despite the fact that their previous OTC-like credit product launch has managed to attract not a single buyer (as I outlined in a previous post ).
I have not had a chance to read the whole thing yet, but I do think that they are flogging a dead horse. Just by adding some facts and figures and outlining the risks (which we are all aware of anyway, aren't we?) is pretty unlikely to convince the broker-dealers and their buy side clients that standardised contracts are what you need. The whole point of the OTC market is that you can buy bespoke products that fit your precise requirements of your individual portfolios and risk profiles - or am I missing the point here?
Once I have read it I may well return cap in hand and issue apologies to anyone interested enough to listen. I doubt it though....
Anyway, if you want to have a look yourself then you can find the paper here
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Comments
Re: Eurex tries to gain ground on the OTC market (again)...
by
JBM
on Wed 04 Jun 2008 18:22 BST | Profile | Permanent Link
Sean,
It strikes me that of all the OTC instruments being traded, CDS are just about the best suited to the standardisation provided by an exchange. From a sell-side perspective, it does help to mitigate counterparty risk inherent in the trades. Further, since the buy-side is not looking to mitigate the balance sheet impact of warehousing of the underlying debt instruments, they're not really particularly concerned with a particular maturity date of the contract. Standardisation would also simplify the novation and other lifecycle event workflows. Ultimately, it would be to their advantage to receive the pricing transparency which would come from contract standardisation on exchange. This may be the issue. By moving on exchange, the sell-side would risk losing the pricing transparency advantage they have over the buy-side. In what is still a fairly arcane, non-commoditised marketplace (from the buy-side perspective), what would be the benefit to the price makers of so doing? I guess until the balance of pricing transparency shifts a little further over towards the buyside (as the industry continues to develop its pricing skills) any such attempts to set up on exchange CDS may well be doomed to failure. Longer term, I think CDS contracts could well make the move though....Thoughts? Trackbacks
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