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Link-up on derivatives control: British and US regulators seek to establish international guidelines

John Willcock,Financial Correspondent
Tuesday 15 March 1994 19:02 EST
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British and American regulators have joined together to tighten control over financial companies that trade in derivatives such as futures and options. This follows concern at the huge increase in the use of such securities.

One key aim of the Securities and Investments Board and its US counterparts is to encourage firms to improve the way they use computer simulation models to anticipate how market crashes would affect their exposure to derivatives.

Martin Vile, who represented the SIB in its talks with the US Securities and Exchange Commission and the Commodity Futures Trading Commission, said he was not confident that firms were fully factoring in the impact of market crashes to their risk calculations.

The SIB hopes that this Anglo-American agreement will be followed by further global link-ups on supervision of over-the-counter derivatives. These consist of derivatives traded directly between two or more parties rather than through exchanges such as Liffe.

The three regulators set out a joint seven-point programme yesterday aimed at safeguarding the standing of authorised firms that use over-the- counter derivatives. The globalisation of such business has produced an urgent need for international guidelines, according to the SIB.

The programme will involve enhanced information sharing between the regulators and promoting the use of legally enforceable netting of claims where one counterparty goes bust.

The agreement also aims to encourage US firms to adopt more UK-style risk-based attitudes to capital ratios.

The agreement calls for the development of sound management controls and proposes a clearing house for over-the-counter derivatives. This would bring them into line with exchange-traded derivatives, where a central clearing house lifts a significant burden of settlement risk.

The three regulators also want to increase protection for unsophisticated investors. Mr Vile stressed that these would not just include private investors but would also cover institutions unused to using sophisticated financial instruments, such as many local authorities. Lastly, the agreement proposes tougher standards for both external and internal corporate reporting by participating firms.

Andrew Large, the SIB's chairman, said: 'Over-the-counter derivatives business has become a vital part of financial and commercial life. Securities and futures regulators need to be confident that the risks involved are being adequately addressed.

'At the same time, we don't want to stifle innovation or to over-regulate professional markets.'

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