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 Considerably
ALLQ66A4ECNR • 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 collateral spreads for non-agency residential mortgage-backed securities (RMBS). Provides insight into funding conditions and market liquidity for mortgage investments.
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 the effective financing rates for non-agency RMBS. It helps investors and analysts understand credit market dynamics and funding conditions.
Methodology
Data collected through survey of financial institutions and market participants.
Historical Context
Used by investors and policymakers to assess mortgage market funding conditions.
Key Facts
- Indicates changes in mortgage-backed securities funding
- Reflects market liquidity and credit conditions
- Important for mortgage investment strategies
FAQs
Q: What do collateral spreads indicate in RMBS?
A: Collateral spreads show the risk premium for non-agency mortgage-backed securities. They reflect market perception of credit risk.
Q: How often is this data updated?
A: Typically updated quarterly to reflect recent market conditions. Provides timely insights into mortgage funding trends.
Q: Why are non-agency RMBS important?
A: They represent mortgage securities not guaranteed by government-sponsored enterprises. Provide alternative investment opportunities.
Q: How do collateral spreads impact investors?
A: Wider spreads indicate higher perceived risk, potentially affecting investment returns and market liquidity.
Q: What causes changes in these spreads?
A: Market conditions, economic outlook, and perceived credit risk can influence collateral spreads.
Related Trends
26) How Has the Intensity of Efforts by Insurance Companies to Negotiate More Favorable Price and Nonprice Terms Changed Over the Past Three Months?| Answer Type: Decreased Somewhat
CTQ26DSNR
47) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to OTC Commodity Derivatives Changed?| A. Initial Margin Requirements for Average Clients. | Answer Type: Decreased Somewhat
OTCDQ47ADSNR
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?| 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
ALLQ74B4ESNR
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?| D. Agency RMBS. | Answer Type: Decreased Considerably
SFQ78DDCNR
65) Over the Past Three Months, How Have Liquidity and Functioning in the Agency Rmbs Market Changed?| Answer Type: Improved Somewhat
ALLQ65MONR
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 Somewhat
ALLQ56A3TSNR
Citation
U.S. Federal Reserve, Non-Agency RMBS Funding Terms (ALLQ66A4ECNR), retrieved from FRED.