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.
Related Trends
13) To the Extent That the Price or Nonprice Terms Applied to Trading Reits Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 11 and 12), 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
ALLQ13A42MINR
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?| B. Interest Rate. | Answer Type: Increased Somewhat
OTCDQ51BISNR
78) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes Relating to Lending Against Each of the Following Collateral Types Changed?| E. Non-Agency Rmbs. | Answer Type: Remained Basically Unchanged
ALLQ78ERBUNR
9) Considering the Entire Range of Transactions Facilitated by Your Institution for Such Clients, How Has the Availability of Additional (and Currently Unutilized) Financial Leverage Under Agreements Currently in Place with Hedge Funds (for Example, Under Prime Broker, Warehouse Agreements, and Other Committed but Undrawn or Partly Drawn Facilities) Changed Over the Past Three Months?| Answer Type: Decreased Considerably
CTQ09DCNR
10) How Has the Provision of Differential Terms by Your Institution to Most-Favored (as a Function of Breadth, Duration, and Extent of Relationship) Hedge Funds Changed over the Past Three Months?| Answer Type: Decreased Somewhat
ALLQ10DSNR
50) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes Relating to Contracts of Each of the Following Types Changed?| B. Interest Rate. | Answer Type: Increased Somewhat
OTCDQ50BISNR
Citation
U.S. Federal Reserve, OTC Credit Derivatives Margin Requirements (ALLQ46BDSNR), retrieved from FRED.