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?| B. High-Yield Corporate Bonds. | Answer Type: Decreased Considerably

ALLQ79BDCNR • 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 duration and persistence of mark and collateral disputes for high-yield corporate bonds. Provides insights into market friction and dispute resolution.

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 tracks how frequently and how long disputes occur in high-yield bond lending. It reflects market efficiency and operational challenges.

Methodology

Quarterly survey of financial institutions reporting dispute characteristics.

Historical Context

Used by regulators and market participants to assess lending market smoothness.

Key Facts

  • Focuses on high-yield corporate bond lending
  • Quarterly survey-based metric
  • Indicates market operational efficiency

FAQs

Q: What are mark and collateral disputes?

A: Disputes arise from disagreements about asset valuation or collateral terms in bond lending.

Q: Why track dispute duration?

A: Longer disputes indicate market inefficiencies and potential systemic risks.

Q: How often is this data collected?

A: The survey captures quarterly changes in dispute characteristics.

Q: What does a decrease in disputes mean?

A: Fewer and shorter disputes suggest improved market processes and reduced friction.

Q: Who benefits from this information?

A: Regulators, bond traders, and risk managers use this to understand market dynamics.

Related Trends

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70) Over the Past Three Months, How Have the Terms Under Which CMBS Are Funded Changed?| A. Terms for Average Clients | 1. Maximum Amount of Funding. | Answer Type: Remained Basically Unchanged

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21) Considering the Entire Range of Transactions Facilitated by Your Institution, How Has the Use of Financial Leverage by Each of the Following Types of Clients Changed Over the Past Three Months?| B. ETFs. | Answer Type: Increased Considerably

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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: Tightened Considerably

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56) Over the Past Three Months, How Have the Terms Under Which High-Yield Corporate Bonds Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 1. Maximum Amount of Funding. | Answer Type: Remained Basically Unchanged

SFQ56B1RBUNR

Citation

U.S. Federal Reserve, Lending Dispute Characteristics (ALLQ79BDCNR), retrieved from FRED.