On Fri, Sep 26, 2008 at 11:12 AM, John Williams
<[EMAIL PROTECTED]>wrote:
>
>
> Credit default swaps (CDS) appear to be an important proximate cause of
> the recent market volatility. As I mentioned in another post, there is no
> centralized
> clearing organization for CDS, in contrast to other derivatives markets
> such
> as stock options and futures, which do have centralized clearing. Know one
> knows
> if their CDS counterparties will be able to pay off when a credit even
> occurs.
> If the government were to help facilitate a consortium of banks to create a
> CDS
> clearing organization, I bet it would help market stability.


That sounds like a good idea -- government regulation that yields market
information.  This flows, of course, from the elementary idea that markets
can only be efficient when the participants have equal knowledge... which
closely relates the scariness of the idea that nobody knows the value of
mortgage-backed securities.

I've done market forecasting on wild assumptions -- most emerging market
research has a high degree of guessing -- but that was always for
high-growth, high-risk markets where the consumers of my research were far
more interested in how I thought about them than in my conclusions.  I guess
that having done that kind of work, I was perhaps particularly disturbed to
see real estate, certainly not an emerging market in any fundamental sense,
subject to the same sort of wild-ass analytics.

Nick
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