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?| B. Initial Margin Requirements for Most Favored Clients, as a Consequence of Breadth, Duration, And/or Extent of Relationship. | Answer Type: Increased Considerably
ALLQ45BICNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
1.00
Year-over-Year Change
N/A%
Date Range
10/1/2011 - 1/1/2025
Summary
Tracks changes in initial margin requirements for over-the-counter credit derivatives referencing corporate entities. Provides insight into institutional 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
This metric reflects how financial institutions adjust margin requirements for their most favored clients in corporate credit derivative markets.
Methodology
Data collected through institutional surveys on margin requirement adjustments.
Historical Context
Used by regulators and risk managers to assess financial market stability.
Key Facts
- Indicates institutional risk perception changes
- Reflects corporate credit market dynamics
- Important for financial market transparency
FAQs
Q: What do initial margin requirements mean?
A: Initial margin is collateral required to open a derivatives trading position. It protects against potential trading losses.
Q: Why do margin requirements change?
A: Changes reflect market volatility, credit risk, and institutional risk management strategies.
Q: How often are these requirements updated?
A: Typically reviewed quarterly based on market conditions and institutional risk assessments.
Q: Do margin requirements affect trading costs?
A: Higher margin requirements can increase trading costs and potentially reduce market liquidity.
Q: Who monitors these margin requirements?
A: Financial regulators and institutional risk management departments closely track these changes.
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?| A. Possible Reasons for Tightening | 4. Higher Internal Treasury Charges for Funding. | Answer Type: 2nd Most Important
ALLQ31A42MINR
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 Clients Changed?| D. Triggers and Covenants. | Answer Type: Tightened Considerably
OTCDQ41DTCNR
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 | 7. More-Aggressive Competition from Other Institutions. | Answer Type: 2nd Most Important
ALLQ37B72MINR
39) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| C. Trading Reits. | Answer Type: Decreased Considerably
ALLQ39CDCNR
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?| F. Commodity. | Answer Type: Decreased Somewhat
ALLQ51FDSNR
30) 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 Separately Managed Accounts Established with Investment Advisers Across the Entire Spectrum of Securities Financing and Otc Derivatives Transaction Types Changed, Regardless of Price Terms?| Answer Type: Eased Somewhat
ALLQ30ESNR
Citation
U.S. Federal Reserve, Initial Margin Requirements (ALLQ45BICNR), retrieved from FRED.