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?| B. Initial Margin Requirements for Most Favored Clients, as a Consequence of Breadth, Duration, And/or Extent of Relationship. | Answer Type: Decreased Somewhat

ALLQ46BDSNR • 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 credit derivatives referencing securitized products. Provides insight into institutional lending and risk assessment.

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

Measures how financial institutions adjust margin requirements for credit derivatives. Reflects evolving risk management strategies.

Methodology

Surveyed responses from financial institutions about recent margin requirement modifications.

Historical Context

Used by regulators and risk managers to understand credit derivative market conditions.

Key Facts

  • Indicates changes in institutional lending practices
  • Reflects credit derivative market risk assessment
  • Provides insight into securitized product markets

FAQs

Q: What are initial margin requirements?

A: Minimum collateral required to enter a derivative contract. Protects against potential trading losses.

Q: Why do margin requirements change?

A: Reflect changing market risk, economic conditions, and institutional risk tolerance.

Q: What are securitized products?

A: Financial instruments created by pooling various types of contractual debt. Include mortgage-backed and asset-backed securities.

Q: How do margin changes impact markets?

A: Can affect liquidity, trading volumes, and overall market accessibility for derivative instruments.

Q: What does 'decreased somewhat' mean?

A: Suggests slightly more relaxed margin requirements for most favored clients in credit derivatives.

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Citation

U.S. Federal Reserve, OTC Credit Derivatives Margin Requirements (ALLQ46BDSNR), retrieved from FRED.