2) Over the Past Three Months, How Has the Amount of Resources and Attention Your Firm Devotes to Management of Concentrated Credit Exposure to Central Counterparties and Other Financial Utilities Changed?| Answer Type: Decreased Considerably
ALLQ02DCNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
0.00
Year-over-Year Change
N/A%
Date Range
7/1/2011 - 1/1/2025
Summary
Measures changes in financial firms' resource allocation for managing concentrated credit exposure. Indicates institutional risk management strategies.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
Tracks shifts in organizational attention to central counterparty and financial utility credit management. Reflects institutional risk perspectives.
Methodology
Collected through quarterly survey of financial institutions and investment firms.
Historical Context
Used by regulators to understand financial sector risk management approaches.
Key Facts
- Indicates institutional credit management trends
- Part of quarterly financial sector survey
- Reflects organizational risk adaptation
FAQs
Q: What does this economic indicator track?
A: Changes in financial firms' resources dedicated to managing concentrated credit exposures.
Q: Why is credit exposure management important?
A: Helps prevent systemic financial risks and ensures institutional stability.
Q: How frequently is this data collected?
A: Gathered quarterly through comprehensive financial institution surveys.
Q: Who benefits from this economic data?
A: Regulators, policymakers, and financial risk managers use this information.
Q: What are the data's potential limitations?
A: Represents institutional perceptions and may not capture all market nuances.
Related Trends
42) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to Otc Fx Derivatives Changed?| B. Initial Margin Requirements for Most Favored Clients, as a Consequence of Breadth, Duration, And/or Extent of Relationship. | Answer Type: Decreased Considerably
ALLQ42BDCNR
31) To the Extent That the Price or Nonprice Terms Applied to Separately Managed Accounts Established with Investment Advisers Have Tightened or Eased Over the Past Three Months (as Reflected in Your Responses to Questions 29 and 30), What Are the Most Important Reasons for the Change?| B. Possible Reasons for Easing | 7. More-Aggressive Competition from Other Institutions. | Answer Type: First In Importance
CTQ31B7MINR
12) Over the Past Three Months, How Has Your Use of Nonprice Terms (for Example, Haircuts, Maximum Maturity, Covenants, Cure Periods, Cross-Default Provisions or Other Documentation Features) with Respect to Trading REITs Across the Entire Spectrum of Securities Financing and OTC Derivatives Transaction Types Changed, Regardless of Price Terms?| Answer Type: Tightened Somewhat
CTQ12TSNR
69) Over the Past Three Months, How Have Liquidity and Functioning in the Non-Agency Rmbs Market Changed?| Answer Type: Deteriorated Somewhat
ALLQ69EONR
25) To the Extent That the Price or Nonprice Terms Applied to Insurance Companies Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 23 and 24), What Are the Most Important Reasons for the Change?| B. Possible Reasons for Easing | 6. Improvement in General Market Liquidity and Functioning. | Answer Type: First in Importance
ALLQ25B6MINR
39) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| C. Trading Reits. | Answer Type: Increased Considerably
ALLQ39CICNR
Citation
U.S. Federal Reserve, Credit Exposure Management Survey (ALLQ02DCNR), retrieved from FRED.