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Record W2270683556

Financial Market Destabilization and the Role of Credit Default Swaps: An International Perspective on the SEC's Role Going Forward

2009· article· en· W2270683556 on OpenAlexaff
Janis Sarra

Bibliographic record

VenueeYLS (Yale Law School) · 2009
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicBanking stability, regulation, efficiency
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsCredit default swapCredit derivativeFinancial systemBusinessDerivatives marketCredit default swap indexiTraxxFinanceFinancial crisisDerivative (finance)Credit eventCredit riskFutures contractCredit historyCredit referenceEconomicsCredit enhancement
DOInot available

Abstract

fetched live from OpenAlex

International financial market participants and regulators are watching as the United States attempts to come to grips with the most serious consequences of the crisis in financial markets. Multiple strategies are being used, including bailouts, bank stimulus packages, recapitalization of financial institutions, insolvency restructurings, mortgage programs, guarantees for interbank lending, and direct asset purchases. The causes of the financial turmoil are numerous and complex, but one underlying cause was activities in the credit derivatives market. The fragmentation of regulation over the U.S. financial system, with at least five oversight bodies, has arguably resulted in significant gaps in regulatory oversight. The treatment of credit default swaps is one of them. This Article explores the issue of credit default swaps, and the potential role of the Securities and Exchange Commission (SEC) going forward. Credit default swaps are the most common credit derivative product globally. The figures on the extent of the credit derivatives market vary, but they are all in the tens of trillions of U.S. dollars, of which about 80% are credit default swaps. Credit default swaps have been around for a number of years. They are financial instruments that were originally designed to manage risk exposure. However, a number of shifts in the market, including a radical increase in the speculative aspects of the market, the diminution of credit ratings, and the shift in market share from banks to hedge funds, created problems that eventually contributed to a number of financial failures. The policy question now is how to preserve the positive risk management aspects of credit default swaps while slowing the speculative aspects of the market. In relation to the SEC, the question is, what is its oversight, policy, and enforcement role with respect to such derivatives? This Article is divided into three parts: - a discussion of credit default swaps, their recent role in financial markets and their effects on governance of corporations; - an examination of the role of the SEC historically in respect of derivatives and the current question of whether it should acquire regulatory power over credit default swaps; and - suggestions for additional policy considerations to guide the SEC's deliberations as it charts a course for the future.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.006
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.012
Threshold uncertainty score0.025

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.006
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0020.011
Scholarly communication0.0120.013
Open science0.0010.003
Research integrity0.0110.009
Insufficient payload (model declined to judge)0.0070.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.009
GPT teacher head0.222
Teacher spread0.213 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2009
Admission routes1
Has abstractyes

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