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: Remained Basically Unchanged
ALLQ46BRBUNR • 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 in 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 evaluates changes in initial margin requirements for most favored clients in credit derivative markets. It reflects institutional risk assessment strategies.
Methodology
Surveyed from financial institutions reporting margin requirement adjustments quarterly.
Historical Context
Used by regulators and risk managers to understand derivative market conditions.
Key Facts
- Reflects institutional risk management strategies
- Focuses on most favored client margin levels
- Quarterly reporting mechanism
FAQs
Q: What do initial margin requirements indicate?
A: They represent collateral needed to cover potential trading losses. Higher margins suggest increased market uncertainty.
Q: Why are margin requirements important?
A: They help manage financial risk and prevent potential defaults in derivative trading.
Q: How often are these requirements updated?
A: Typically reviewed and reported quarterly by financial institutions.
Q: Do margin requirements affect all clients equally?
A: No, they vary based on client relationship and perceived risk level.
Q: What products are covered in this metric?
A: Specifically covers securitized products like ABS and MBS derivative tranches.
Related Trends
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39) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| E. Insurance Companies. | Answer Type: Decreased Considerably
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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?| E. Credit Referencing Securitized Products Including MBS and ABS. | Answer Type: Increased Considerably
OTCDQ51EICNR
31) To the Extent That the Price or Nonprice Terms Applied to Separately Managed Accounts Established with Investment Advisers Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 29 and 30), What Are the Most Important Reasons for the Change?| A. Possible Reasons for Tightening | 4. Higher Internal Treasury Charges for Funding. | Answer Type: First in Importance
ALLQ31A4MINR
1) Over the Past Three Months, How Has the Amount of Resources and Attention Your Firm Devotes to Management of Concentrated Credit Exposure to Dealers and Other Financial Intermediaries (Such as Large Banking Institutions) Changed?| Answer Type: Remained Basically Unchanged
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74) Over the Past Three Months, How Have the Terms Under Which Consumer ABS (for Example, Backed by Credit Card Receivables or Auto Loans) Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 4. Collateral Spreads Over Relevant Benchmark (Effective Financing Rates). | Answer Type: Tightened Considerably
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Citation
U.S. Federal Reserve, Initial Margin Requirements (ALLQ46BRBUNR), retrieved from FRED.