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: Remained Basically Unchanged
ALLQ46ARBUNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
13.00
Year-over-Year Change
8.33%
Date Range
10/1/2011 - 1/1/2025
Summary
Tracks institutional margin requirements for over-the-counter credit derivatives referencing securitized products. Provides insight into financial market 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 metric measures changes in initial margin requirements for average clients in credit derivative markets. It reflects institutional risk assessment strategies.
Methodology
Data collected through financial institution surveys on margin requirement adjustments.
Historical Context
Used by regulators and risk managers to understand derivative market conditions.
Key Facts
- Reflects institutional risk management practices
- Covers OTC credit derivative markets
- Indicates stability in margin requirements
FAQs
Q: What do initial margin requirements indicate?
A: They represent collateral needed to cover potential trading losses. Higher margins suggest increased market risk perception.
Q: Why are margin requirements important?
A: They help manage financial risk and prevent potential market instability during volatile periods.
Q: How often are these requirements updated?
A: Institutions typically review margin requirements quarterly based on market conditions.
Q: Do margin requirements affect trading volume?
A: Yes, higher margins can reduce trading activity by increasing transaction costs.
Q: What products are covered in this survey?
A: Specifically covers OTC credit derivatives referencing securitized products like ABS and MBS.
Related News
Gen Z In the U.S. Shifts From Spending To Saving Habits
How Gen Z's Shift from Spending to Saving is Impacting the US Economy Recent trends indicate a significant shift in the spending habits of Gen Z, w...
S&P 500 Rises With Optimistic U.S. Inflation Report
S&P 500 Soars: Positive U.S. Inflation Developments The S&P 500, a primary stock index that tracks the performance of 500 major U.S. companies, has...
U.S. Stock Market Futures Rise On Inflation and Tariff News
US Stock Market Futures Rise Amid Inflation Data and Tariff News US stock market futures are on the rise, driven by significant updates in inflatio...
U.S. Treasury Yields Decline After Inflation Data Meet Expectations
US Treasury Yields Drop as Inflation Data Meets Expectations US Treasury yields have seen a noticeable decline recently, as the latest inflation da...
U.S. Stock Market Rises Amid PCE Inflation Report Analysis
U.S. Stock Market Climbs Amidst Insights from PCE Inflation Report Investors in the U.S. stock market are focusing on the most recent PCE Inflation...
U.S. Stock Futures Stagnant Despite Positive Jobless Claims and GDP
Why US Stock Futures Remain Stagnant Despite Positive Economic Indicators The current investment landscape is puzzling for many as US stock futures...
Related Trends
52) Over the Past Three Months, How Have the Terms Under Which High-Grade Corporate Bonds Are Funded Changed?| A. Terms for Average Clients | 4. Collateral Spreads over Relevant Benchmark (Effective Financing Rates). | Answer Type: Remained Basically Unchanged
ALLQ52A4RBUNR
56) Over the Past Three Months, How Have the Terms Under Which High-Yield Corporate Bonds Are Funded Changed?| A. Terms for Average Clients | 4. Collateral Spreads over Relevant Benchmark (Effective Financing Rates). | Answer Type: Eased Somewhat
ALLQ56A4ESNR
70) Over the Past Three Months, How Have the Terms Under Which CMBS Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 3. Haircuts. | Answer Type: Tightened Somewhat
SFQ70B3TSNR
19) To the Extent That the Price or Nonprice Terms Applied to Mutual Funds, Etfs, Pension Plans, and Endowments Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 17 and 18), What Are the Most Important Reasons for the Change?| B. Possible Reasons for Easing | 5. Increased Availability of Balance Sheet or Capital at Your Institution. | Answer Type: 3rd Most Important
ALLQ19B53MINR
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: 2nd Most Important
ALLQ37A62MINR
48) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to Trs Referencing Non-Securities (Such as Bank Loans, Including, for Example, Commercial and Industrial Loans and Mortgage Whole Loans) Changed?| A. Initial Margin Requirements for Average Clients. | Answer Type: Remained Basically Unchanged
ALLQ48ARBUNR
Citation
U.S. Federal Reserve, Initial Margin Requirements (ALLQ46ARBUNR), retrieved from FRED.