N.M. Stat. § 52-1-62

For the purpose of enforcing the Workers' Compensation Act, there are hereby conferred upon the director the following powers and duties:

A. when any employer subject to the provisions of the Workers' Compensation Act fails to comply with Section 52-1-4 NMSA 1978 relating to the filing of an undertaking in the nature of insurance or security for the payment of benefits under the Workers' Compensation Act, the director is empowered to institute in his own name an action in the district court of Santa Fe county or the county where the employer resides or has his principal office or place of business to enjoin the employer from continuing his business operations until he has complied with the provisions of Section 52-1-4 NMSA 1978 , and upon a showing of the facts above recited, the court shall grant such injunction. In any such action, the attorney general or district attorney for the judicial district where the action is brought shall represent the director; and

B. for the purpose of ascertaining the correctness of any reported wage expenditure, the number of men employed and other information necessary in the administration of the Workers' Compensation Act, the director may, upon his own initiative or upon request of any interested party, hold hearings and subpoena all books, records and payrolls of any employer subject to the provisions of the Workers' Compensation Act which show or reflect in any way upon the amount of wage expenditures of such employer or other facts, data or statistics appertaining to the purposes of that act.