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

ALLQ43BICNR • 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

Measures changes in initial margin requirements for OTC interest rate derivatives. Provides critical insight into institutional risk management practices.

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 indicator tracks how financial institutions adjust margin requirements for interest rate derivatives. It reflects risk assessment strategies.

Methodology

Collected through survey responses from financial institutions about margin practices.

Historical Context

Used by regulators to monitor risk management in derivative markets.

Key Facts

  • Tracks institutional margin requirement changes
  • Indicates derivative market risk management
  • Important for financial stability assessment

FAQs

Q: What are initial margin requirements?

A: Collateral requirements set by institutions to manage risk in derivative transactions.

Q: Why do margin requirements change?

A: Market volatility, risk perceptions, and regulatory changes can influence margin requirements.

Q: How often are these requirements updated?

A: Institutions review and adjust margin requirements periodically based on market conditions.

Q: What impact do margin requirements have?

A: They help manage counterparty risk and ensure financial market stability.

Q: Are there limitations to this data?

A: Represents institutional perspectives and may not capture entire market dynamics.

Related Trends

44) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to Otc Equity 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

ALLQ44BDCNR

37) To the Extent That the Price or Nonprice Terms Applied to Nonfinancial Corporations Have Tightened or Eased Over the Past Three Months (as Reflected in Your Responses to Questions 35 and 36), 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: 3rd Most Important

CTQ37A23MINR

10) How Has the Provision of Differential Terms by Your Institution to Most-Favored (as a Function of Breadth, Duration, and Extent of Relationship) Hedge Funds Changed Over the Past Three Months?| Answer Type: Remained Basically Unchanged

CTQ10RBUNR

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 Considerably

SFQ74B1TCNR

37) To the Extent That the Price or Nonprice Terms Applied to Nonfinancial Corporations Have Tightened or Eased Over the Past Three Months (as Reflected in Your Responses to Questions 35 and 36), What Are the Most Important Reasons for the Change?| B. Possible Reasons for Easing | 1. Improvement in Current or Expected Financial Strength of Counterparties. | Answer Type: 3rd Most Important

CTQ37B13MINR

39) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| B. Hedge Funds. | Answer Type: Remained Basically Unchanged

ALLQ39BRBUNR

Citation

U.S. Federal Reserve, OTC Derivative Margin Requirements (ALLQ43BICNR), retrieved from FRED.