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: Increased Considerably
ALLQ46AICNR • 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
Tracks changes in initial margin requirements for over-the-counter credit derivatives referencing securitized products. 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 complex derivative instruments. It indicates risk perception in securitized product markets.
Methodology
Surveyed from financial institutions reporting margin requirement changes quarterly.
Historical Context
Used by regulators and risk managers to assess market risk and lending conditions.
Key Facts
- Reflects institutional risk assessment strategies
- Quarterly survey-based metric
- Focuses on OTC credit derivatives
FAQs
Q: What are initial margin requirements?
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, perceived risk, and institutional risk management strategies.
Q: How often are these requirements updated?
A: This survey captures quarterly changes in margin requirements for financial institutions.
Q: What types of products are covered?
A: Covers over-the-counter credit derivatives referencing securitized products like ABS and MBS.
Q: Who uses this data?
A: Regulators, risk managers, and financial analysts use this to assess market conditions.
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Citation
U.S. Federal Reserve, Initial Margin Requirements (ALLQ46AICNR), retrieved from FRED.