46) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to Otc Credit Derivatives Referencing Securitized Products (Such as Specific Abs or Mbs Tranches and Associated Indexes) Changed?| A. Initial Margin Requirements for Average Clients. | Answer Type: Decreased Considerably
ALLQ46ADCNR • 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 trend tracks changes in initial margin requirements for over-the-counter (OTC) credit derivatives referencing securitized products. The data provides insight into financial institutions' risk management strategies and lending conditions for complex financial instruments.
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
Initial margin requirements represent the minimum collateral financial institutions demand when trading credit derivatives, particularly those linked to asset-backed securities (ABS) and mortgage-backed securities (MBS). Economists use this metric to assess financial sector risk appetite and potential systemic financial stability.
Methodology
Data is collected through surveys of financial institutions, capturing their reported changes in margin requirements over a three-month period.
Historical Context
Regulators and policymakers use these margin requirement trends to monitor potential risks in derivative markets and assess overall financial system resilience.
Key Facts
- Tracks changes in initial margin requirements for OTC credit derivatives
- Focuses on securitized products like ABS and MBS
- Provides insight into financial institutions' risk management strategies
FAQs
Q: What are initial margin requirements?
A: Initial margin requirements are the minimum collateral financial institutions require when trading derivative contracts to mitigate potential default risks.
Q: Why do margin requirements change?
A: Margin requirements fluctuate based on perceived market risks, economic conditions, and financial institutions' risk management strategies.
Q: How are these margin requirements calculated?
A: Margin requirements are typically calculated using complex risk models that assess the potential volatility and default probability of specific financial instruments.
Q: What is the significance of tracking these requirements?
A: Tracking margin requirements helps regulators and economists understand financial market risk levels and potential systemic vulnerabilities.
Q: How often are these margin requirements updated?
A: Financial institutions typically review and adjust margin requirements quarterly or in response to significant market changes.
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Citation
U.S. Federal Reserve, 46) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to Otc Credit Derivatives Referencing Securitized Products (Such as Specific Abs or Mbs Tranches and Associated Indexes) Changed?| A. Initial Margin Requirements for Average Clients. | Answer Type: Decreased Considerably [ALLQ46ADCNR], retrieved from FRED.
Last Checked: 8/1/2025