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: Increased Considerably
ALLQ02ICNR • 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
Tracks changes in firm resource allocation for managing concentrated credit exposure to financial counterparties. Indicates strategic risk management approaches in financial institutions.
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
This metric reflects how financial firms adjust their internal resources toward managing credit risks. It provides insight into institutional risk perception and strategic planning.
Methodology
Collected through quarterly survey of financial institutions' risk management practices.
Historical Context
Used by regulators to assess financial sector risk management strategies.
Key Facts
- Quarterly survey-based metric
- Indicates strategic risk management shifts
- Reflects institutional credit risk perception
FAQs
Q: What does this metric measure?
A: It tracks changes in firm resources dedicated to managing credit exposure to financial counterparties.
Q: Why is this important?
A: Helps understand how financial institutions adapt to changing risk environments.
Q: How often is this data collected?
A: Collected quarterly through institutional surveys.
Q: Who uses this data?
A: Regulators, risk managers, and financial policy analysts use this to assess sector risk management.
Q: What are the limitations of this metric?
A: Represents self-reported perceptions, which may not capture full risk landscape.
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Related Trends
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ALLQ74A3ECNR
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?| A. Possible Reasons for Tightening | 3. Adoption of More-Stringent Market Conventions (That is, Collateral Terms and Agreements, Isda Protocols). | Answer Type: First in Importance
ALLQ31A3MINR
72) Over the Past Three Months, How Has Demand for Term Funding with a Maturity Greater Than 30 Days of CMBS by Your Institution's Clients Changed?| Answer Type: Decreased Considerably
SFQ72DCNR
48) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to Trs Referencing Non-Securities (Such as Bank Loans, Including, for Example, Commercial and Industrial Loans and Mortgage Whole Loans) Changed?| A. Initial Margin Requirements for Average Clients. | Answer Type: Increased Considerably
ALLQ48AICNR
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CTQ13A23MINR
70) Over the Past Three Months, How Have the Terms Under Which CMBS Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 4. Collateral Spreads Over Relevant Benchmark (Effective Financing Rates). | Answer Type: Tightened Considerably
SFQ70B4TCNR
Citation
U.S. Federal Reserve, Credit Exposure Management (ALLQ02ICNR), retrieved from FRED.