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.
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Related Trends
39) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| F. Separately Managed Accounts Established with Investment Advisers. | Answer Type: Remained Basically Unchanged
CTQ39FRBUNR
24) 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 Insurance Companies Across the Entire Spectrum of Securities Financing and OTC Derivatives Transaction Types Changed, Regardless of Price Terms?| Answer Type: Eased Considerably
CTQ24ECNR
62) Over the Past Three Months, How Have the Terms Under Which Agency Rmbs Are Funded Changed?| A. Terms for Average Clients | 4. Collateral Spreads over Relevant Benchmark (Effective Financing Rates). | Answer Type: Tightened Considerably
ALLQ62A4TCNR
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?| B. Interest Rate. | Answer Type: Decreased Somewhat
OTCDQ51BDSNR
74) Over the Past Three Months, How Have the Terms Under Which Consumer Abs (for Example, Backed by Credit Card Receivables or Auto Loans) Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 1. Maximum Amount of Funding. | Answer Type: Tightened Somewhat
ALLQ74B1TSNR
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?| A. Possible Reasons for Tightening | 2. Reduced Willingness of Your Institution to Take on Risk. | Answer Type: First in Importance
ALLQ25A2MINR
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