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: Tightened Considerably
ALLQ62A3TCNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
0.00
Year-over-Year Change
N/A%
Date Range
10/1/2011 - 1/1/2025
Summary
Measures changes in funding terms for Agency Residential Mortgage-Backed Securities (RMBs). Indicates shifts in mortgage market lending conditions.
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
Tracks haircut levels for agency RMBs, providing insight into mortgage market funding and risk assessment.
Methodology
Surveyed from financial institutions tracking agency mortgage-backed securities.
Historical Context
Critical for understanding mortgage market liquidity and lending standards.
Key Facts
- Reflects agency mortgage-backed securities funding
- Indicates mortgage market risk perception
- Quarterly tracking of lending terms
FAQs
Q: What are RMBs haircuts?
A: Haircuts represent the difference between the market value of securities and their funding value, indicating risk.
Q: Why do RMBs funding terms matter?
A: They provide insights into mortgage market liquidity and lending risk assessment.
Q: How are these terms determined?
A: Calculated through surveys of financial institutions and market participants.
Q: What impacts RMBs funding terms?
A: Market conditions, interest rates, and perceived risk in the mortgage securities market.
Q: How frequently are these terms updated?
A: Tracked and reported quarterly to reflect current market conditions.
Related Trends
52) Over the Past Three Months, How Have the Terms Under Which High-Grade Corporate Bonds 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: Eased Somewhat
SFQ52B4ESNR
66) Over the Past Three Months, How Have the Terms Under Which Non-Agency Rmbs Are Funded Changed?| A. Terms for Average Clients | 2. Maximum Maturity. | Answer Type: Eased Considerably
ALLQ66A2ECNR
66) Over the Past Three Months, How Have the Terms Under Which Non-Agency RMBS Are Funded Changed?| A. Terms for Average Clients | 4. Collateral Spreads Over Relevant Benchmark (Effective Financing Rates). | Answer Type: Eased Somewhat
SFQ66A4ESNR
70) Over the Past Three Months, How Have the Terms Under Which Cmbs Are Funded Changed?| A. Terms for Average Clients | 3. Haircuts. | Answer Type: Eased Somewhat
ALLQ70A3ESNR
76) Over the Past Three Months, How Has Demand for Term Funding with a Maturity Greater Than 30 Days of Consumer Abs by Your Institution's Clients Changed?| Answer Type: Decreased Considerably
ALLQ76DCNR
43) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to OTC Interest Rate Derivatives Changed?| A. Initial Margin Requirements for Average Clients. | Answer Type: Decreased Somewhat
OTCDQ43ADSNR
Citation
U.S. Federal Reserve, Agency RMBs Funding Terms (ALLQ62A3TCNR), retrieved from FRED.