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 Somewhat
ALLQ43BISNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
0.00
Year-over-Year Change
-100.00%
Date Range
10/1/2011 - 1/1/2025
Summary
Tracks changes in initial margin requirements for OTC interest rate derivatives. Provides insights 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 economic indicator measures margin requirement adjustments for interest rate derivatives. Reflects institutional risk assessment strategies.
Methodology
Collected through survey responses from financial institutions.
Historical Context
Used to understand derivative market risk management approaches.
Key Facts
- Focuses on most favored client margin requirements
- Captures institutional risk management trends
- Quarterly assessment of derivative markets
FAQs
Q: What are OTC interest rate derivatives?
A: Over-the-counter financial contracts based on interest rates. Traded directly between institutions without exchange supervision.
Q: Why do margin requirements change?
A: Reflect changes in market risk, institutional strategies, and regulatory environments.
Q: How do margin requirements impact markets?
A: Influence trading volumes, risk appetite, and institutional investment strategies.
Q: What does 'increased somewhat' mean?
A: Indicates a moderate rise in margin requirements compared to previous periods.
Q: How often are these requirements reviewed?
A: Typically assessed quarterly, allowing institutions to adapt to changing market conditions.
Related Trends
18) 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 Mutual Funds, Etfs, Pension Plans, and Endowments Across the Entire Spectrum of Securities Financing and Otc Derivatives Transaction Types Changed, Regardless of Price Terms?| Answer Type: Tightened Considerably
ALLQ18TCNR
77) Over the Past Three Months, How Have Liquidity and Functioning in the Consumer Abs Market Changed?| Answer Type: Deteriorated Somewhat
ALLQ77EONR
70) Over the Past Three Months, How Have the Terms Under Which Cmbs Are Funded Changed?| A. Terms for Average Clients | 2. Maximum Maturity. | Answer Type: Tightened Considerably
ALLQ70A2TCNR
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 | 6. Worsening in General Market Liquidity and Functioning. | Answer Type: First In Importance
CTQ37A6MINR
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: Increased Considerably
ALLQ07ICNR
11) Over the Past Three Months, How Have the Price Terms (for Example, Financing Rates) Offered to Trading REITs as Reflected Across the Entire Spectrum of Securities Financing and OTC Derivatives Transaction Types Changed, Regardless of Nonprice Terms?| Answer Type: Eased Somewhat
CTQ11ESNR
Citation
U.S. Federal Reserve, Derivative Margin Requirements (ALLQ43BISNR), retrieved from FRED.