41) Over the Past Three Months, How Have Nonprice Terms Incorporated in New or Renegotiated Otc Derivatives Master Agreements Put in Place with Your Institution's Client Changed?| C. Recognition of Portfolio or Diversification Benefits (Including from Securities Financing Trades Where Appropriate Agreements Are in Place). | Answer Type: Eased Somewhat
ALLQ41CESNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
0.00
Year-over-Year Change
N/A%
Date Range
10/1/2011 - 1/1/2025
Summary
This economic indicator tracks changes in nonprice terms for over-the-counter (OTC) derivatives master agreements, specifically focusing on portfolio and diversification benefits. The trend provides insights into how financial institutions are adjusting their derivative contract terms and 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
The metric reflects evolving practices in financial derivatives agreements, capturing subtle shifts in how institutions recognize portfolio and diversification benefits. Economists use this data to understand risk management trends and institutional adaptations in complex financial markets.
Methodology
Data is likely collected through surveys of financial institutions, tracking changes in derivative agreement terms over quarterly intervals.
Historical Context
This trend helps policymakers and regulators assess financial market flexibility and risk management practices across institutional portfolios.
Key Facts
- Tracks changes in nonprice terms for OTC derivatives agreements
- Focuses on portfolio and diversification benefit recognition
- Provides quarterly insights into institutional financial strategies
FAQs
Q: What are nonprice terms in derivatives agreements?
A: Nonprice terms include contractual conditions beyond pricing, such as risk allocation, collateral requirements, and portfolio recognition methods.
Q: Why do changes in these terms matter?
A: These changes reflect institutional risk management strategies and can indicate broader shifts in financial market conditions and risk perception.
Q: How frequently is this data updated?
A: The data is typically collected and reported on a quarterly basis, providing regular snapshots of market trends.
Q: Who uses this type of economic indicator?
A: Regulators, financial analysts, risk managers, and policymakers use this data to understand market dynamics and institutional risk management.
Q: What limitations exist in this data?
A: The data represents surveyed responses and may not capture every nuanced change in derivatives agreements across all institutions.
Related Trends
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 | 4. Lower Internal Treasury Charges for Funding. | Answer Type: First In Importance
CTQ31B4MINR
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 | 3. Adoption of Less-Stringent Market Conventions (That Is, Collateral Terms and Agreements, ISDA Protocols). | Answer Type: 3rd Most Important
CTQ25B33MINR
39) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| E. Insurance Companies. | Answer Type: Increased Somewhat
CTQ39EISNR
51) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes Relating to Contracts of Each of the Following Types Changed?| A. Fx. | Answer Type: Increased Somewhat
ALLQ51AISNR
43) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to OTC Interest Rate Derivatives Changed?| B. Initial Margin Requirements for Most Favored Clients, as a Consequence of Breadth, Duration, And/or Extent of Relationship. | Answer Type: Increased Considerably
OTCDQ43BICNR
79) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes Relating to Lending Against Each of the Following Collateral Types Changed?| F. Cmbs. | Answer Type: Remained Basically Unchanged
ALLQ79FRBUNR
Citation
U.S. Federal Reserve, 41) Over the Past Three Months, How Have Nonprice Terms Incorporated in New or Renegotiated Otc Derivatives Master Agreements Put in Place with Your Institution's Client Changed?| C. Recognition of Portfolio or Diversification Benefits (Including from Securities Financing Trades Where Appropriate Agreements Are in Place). | Answer Type: Eased Somewhat [ALLQ41CESNR], retrieved from FRED.
Last Checked: 8/1/2025