> Counting derivatives as debt is definitely 100% misguided. They're also
Futures are derivatives, and potentially very large debts (or gains).
This is the nature of leverage - a small outlay, a much larger return
or loss. Although the loss is not certain (of course), it is possible,
thus...
> used to amplify market swings - make or lose more with less motion,
> therefore the oversizedness is not surprising. It makes markets more
> accurate, liquid and reliable (except f-ups get amplified too sometimes).
... that's the point ... when the gambles go the wrong way, for too
many people, then sometimes very large entities go belly up, as the
above article gives examples of.
When this reaches a tipping point,
there is systemic collapse as we have seen historically. Then those
large entities ("too big to fail") can be "bailed out" by the tax
payer, or "bailed in" (the newest legislation here in Australia, and
possibly in US too) by simply grabbing some portion (up to 100%) of
all depositor's deposits.
If the big entity insurance (bail in or bail out) cannot compensate
adequately for the "debts", then the systemic collapse is a
depression/ full reset, rather than just a recession.
Whether one names derivatives as debt or not is immateriel - they
amplify shit when shit happens.