66) Over the Past Three Months, How Have the Terms Under Which Non-Agency Rmbs Are Funded Changed?| A. Terms for Average Clients | 3. Haircuts. | Answer Type: Remained Basically Unchanged
ALLQ66A3RBUNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
13.00
Year-over-Year Change
-7.14%
Date Range
10/1/2011 - 1/1/2025
Summary
Tracks changes in haircut terms for non-agency residential mortgage-backed securities (RMBS). Provides insight into funding conditions in the mortgage securities market.
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 funding terms for non-agency RMBS, specifically focusing on haircut adjustments. It reflects market liquidity and risk perception.
Methodology
Surveyed from financial institutions reporting on funding term changes.
Historical Context
Used by investors and regulators to assess mortgage securities market stability.
Key Facts
- Indicates stability in RMBS funding terms
- Reflects market risk perception
- Important for mortgage securities investors
FAQs
Q: What does a haircut mean in RMBS funding?
A: A haircut represents the difference between an asset's market value and its funding value. It reflects perceived risk.
Q: Why are RMBS funding terms important?
A: They indicate market liquidity and investor confidence in mortgage-backed securities.
Q: How often are these terms updated?
A: Typically surveyed quarterly to track market conditions and funding changes.
Q: Who uses this data?
A: Investors, financial analysts, and regulators monitor these terms for market insights.
Q: What does 'remained basically unchanged' mean?
A: Suggests minimal variation in funding terms over the past three months.
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Citation
U.S. Federal Reserve, Non-Agency RMBS Funding Terms (ALLQ66A3RBUNR), retrieved from FRED.