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.
Related Trends
56) Over the Past Three Months, How Have the Terms Under Which High-Yield Corporate Bonds Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 2. Maximum Maturity. | Answer Type: Tightened Considerably
ALLQ56B2TCNR
52) Over the Past Three Months, How Have the Terms Under Which High-Grade Corporate Bonds 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: Eased Considerably
ALLQ52B4ECNR
52) Over the Past Three Months, How Have the Terms Under Which High-Grade Corporate Bonds Are Funded Changed?| A. Terms for Average Clients | 2. Maximum Maturity. | Answer Type: Tightened Considerably
ALLQ52A2TCNR
54) Over the Past Three Months, How Has Demand for Term Funding with a Maturity Greater Than 30 Days of High-Grade Corporate Bonds by Your Institution's Clients Changed?| Answer Type: Remained Basically Unchanged
SFQ54RBUNR
33) Considering the Entire Range of Transactions Facilitated by Your Institution for Such Clients, How Has the Use of Financial Leverage by Separately Managed Accounts Established with Investment Advisers Changed over the Past Three Months?| Answer Type: Increased Considerably
ALLQ33ICNR
7) How Has the Intensity of Efforts by Hedge Funds to Negotiate More-Favorable Price and Nonprice Terms Changed Over the Past Three Months?| Answer Type: Decreased Considerably
CTQ07DCNR
Citation
U.S. Federal Reserve, Credit Exposure Management (ALLQ02ICNR), retrieved from FRED.