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: Tightened Considerably
ALLQ62B3TCNR • 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
Tracks changes in haircut terms for agency residential mortgage-backed securities (RMBS) funding. Provides insight into lending market conditions 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 indicator measures how funding terms have tightened for most favored clients in the RMBS market. It reflects lending market sensitivity and risk perception.
Methodology
Surveys financial institutions about changes in funding terms over three-month periods.
Historical Context
Used by investors and policymakers to assess mortgage market liquidity and risk conditions.
Key Facts
- Indicates tightening of funding terms
- Reflects mortgage market risk perception
- Quarterly survey-based metric
FAQs
Q: What do haircuts mean in RMBS funding?
A: Haircuts represent the difference between the market value of collateral and the loan amount. They indicate perceived risk in lending.
Q: Why are RMBS funding terms important?
A: They provide insights into lending market conditions and financial institutions' risk assessment strategies.
Q: How often is this data updated?
A: The survey is conducted quarterly to track changes in funding terms.
Q: Who uses this economic indicator?
A: Investors, financial analysts, and policymakers use this to understand mortgage market dynamics.
Q: What does 'tightened considerably' mean?
A: Indicates significantly more restrictive lending terms compared to previous periods.
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Citation
U.S. Federal Reserve, Agency RMBS Funding Terms (ALLQ62B3TCNR), retrieved from FRED.