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.

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Related Trends

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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: Decreased Somewhat

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66) Over the Past Three Months, How Have the Terms Under Which Non-Agency Rmbs 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

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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

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: Decreased Somewhat

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45) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to OTC Credit Derivatives Referencing Corporates (Single-Name Corporates or Corporate Indexes) Changed?| A. Initial Margin Requirements for Average Clients. | Answer Type: Decreased Considerably

OTCDQ45ADCNR

Citation

U.S. Federal Reserve, Derivative Margin Requirements (ALLQ43BISNR), retrieved from FRED.