62) Over the Past Three Months, How Have the Terms Under Which Agency Rmbs Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 3. Haircuts. | Answer Type: Eased Considerably
ALLQ62B3ECNR • 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 haircut changes for most favored clients in agency RMBS funding. Provides critical insights into preferential lending terms.
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 economic indicator tracks haircut adjustments for top-tier clients in residential mortgage-backed securities markets. It reflects relationship-based lending dynamics.
Methodology
Surveyed data collected from financial institutions reporting funding term changes.
Historical Context
Used by investors to understand preferential lending conditions and market segmentation.
Key Facts
- Indicates preferential lending terms
- Reflects relationship-based credit conditions
- Signals market segmentation trends
FAQs
Q: What are haircuts in RMBS funding?
A: Haircuts represent risk adjustments in securities lending, indicating the discount applied to collateral value.
Q: Why track most favored client terms?
A: Provides insights into preferential lending practices and market relationship dynamics.
Q: How often is this data updated?
A: Typically updated quarterly based on financial institution surveys.
Q: Who benefits from these insights?
A: Investors, financial analysts, and policymakers use this data to understand market conditions.
Q: What does 'Eased Considerably' indicate?
A: Suggests significant relaxation of haircut terms for top-tier clients in the market.
Related Trends
6) To the Extent That the Price or Nonprice Terms Applied to Hedge Funds Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 4 and 5), What Are the Most Important Reasons for the Change?| B. Possible Reasons for Easing | 5. Increased Availability of Balance Sheet or Capital at Your Institution. | Answer Type: First in Importance
ALLQ06B5MINR
45) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to Otc Credit Derivatives Referencing Corporates (Single-Name Corporates or Corporate 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
ALLQ45BDSNR
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?| A. High-Grade Corporate Bonds. | Answer Type: Increased Somewhat
SFQ78AISNR
79) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes Relating to Lending Against Each of the Following Collateral Types Changed?| F. Cmbs. | Answer Type: Increased Considerably
ALLQ79FICNR
39) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| D. Mutual Funds, ETFs, Pension Plans, and Endowments. | Answer Type: Decreased Considerably
CTQ39DDCNR
71) Over the Past Three Months, How Has Demand for Funding of CMBS by Your Institution's Clients Changed?| Answer Type: Remained Basically Unchanged
SFQ71RBUNR
Citation
U.S. Federal Reserve, Agency RMBS Funding Terms (ALLQ62B3ECNR), retrieved from FRED.