62) Over the Past Three Months, How Have the Terms Under Which Agency Rmbs Are Funded Changed?| A. Terms for Average Clients | 3. Haircuts. | Answer Type: Remained Basically Unchanged

ALLQ62A3RBUNR • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

19.00

Year-over-Year Change

0.00%

Date Range

10/1/2011 - 1/1/2025

Summary

Tracks changes in funding terms for Agency Residential Mortgage-Backed Securities (RMBS). Provides insight into mortgage market liquidity 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

This metric evaluates haircut terms for agency RMBS funding. It helps investors and analysts understand mortgage market funding conditions.

Methodology

Data collected through Federal Reserve survey of financial market participants.

Historical Context

Used by policymakers to assess mortgage market stability and lending conditions.

Key Facts

  • Indicates stability in mortgage security funding terms
  • Reflects current risk assessment in mortgage markets
  • Important indicator for mortgage market liquidity

FAQs

Q: What does a 'remained basically unchanged' status mean?

A: It suggests stable funding conditions with minimal changes in risk assessment for agency RMBS.

Q: Why are haircuts important in RMBS funding?

A: Haircuts represent risk mitigation, indicating the discount applied to collateral value in securities transactions.

Q: How often is this data updated?

A: Typically updated quarterly through Federal Reserve market surveys.

Q: Who uses this type of financial data?

A: Investors, financial analysts, and policymakers use this to assess mortgage market conditions.

Q: What impacts haircut terms?

A: Market risk, economic conditions, and perceived credit quality affect haircut terms.

Related Trends

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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?| D. Credit Referencing Corporates. | Answer Type: Remained Basically Unchanged

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56) Over the Past Three Months, How Have the Terms Under Which High-Yield Corporate Bonds Are Funded Changed?| A. Terms for Average Clients | 3. Haircuts. | Answer Type: Tightened Considerably

ALLQ56A3TCNR

21) Considering the Entire Range of Transactions Facilitated by Your Institution, How Has the Use of Financial Leverage by Each of the Following Types of Clients Changed over the Past Three Months?| D. Endowments. | Answer Type: Decreased Somewhat

ALLQ21DDSNR

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?| A. Terms for Average Clients | 4. Collateral Spreads over Relevant Benchmark (Effective Financing Rates). | Answer Type: Tightened Considerably

ALLQ74A4TCNR

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?| B. Possible Reasons for Easing | 6. Improvement in General Market Liquidity and Functioning. | Answer Type: 2nd Most Important

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Citation

U.S. Federal Reserve, Agency RMBS Funding Terms (ALLQ62A3RBUNR), retrieved from FRED.