Gridlock in CDS confirmations
As if banks haven't got enough to worry about, new data from Markit Group shows that the amount of unconfirmed credit derivatives trades has increased sharply, to levels not seen for around two years. Simon Boughey reports
The figures published in the quarterly metrics report compiled by Markit from data submitted by 18 major dealers - the so-called 'Fed 18' - and released in October contained some very nasty shocks. The average number of credit derivatives trades unconfirmed for 30 days or more had climbed from only a couple of hundred or so per bank in January to well over 3,500 per bank at the end of September.
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