41) Over the Past Three Months, How Have Nonprice Terms Incorporated in New or Renegotiated OTC Derivatives Master Agreements Put in Place with Your Institution's Clients Changed?| D. Triggers and Covenants. | Answer Type: Tightened Considerably
OTCDQ41DTCNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
0.00
Year-over-Year Change
N/A%
Date Range
10/1/2011 - 4/1/2025
Summary
Tracks changes in nonprice terms for OTC derivatives master agreements. Provides insight into institutional risk management and contractual dynamics.
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
Measures how financial institutions adjust derivative contract terms. Reflects evolving risk assessment and negotiation strategies in financial markets.
Methodology
Surveyed responses from financial institutions about recent contract term modifications.
Historical Context
Used by regulators and risk managers to understand derivative market conditions.
Key Facts
- Indicates institutional risk perception changes
- Reflects derivative market contractual dynamics
- Provides insight into financial sector risk management
FAQs
Q: What are OTC derivatives master agreements?
A: Standardized contracts between financial institutions for over-the-counter derivative transactions. Govern terms of financial derivatives trading.
Q: Why do nonprice terms matter in derivatives?
A: They define risk allocation, trigger events, and contractual obligations beyond pricing. Critical for managing financial risk.
Q: How often do these terms change?
A: Tracked quarterly to capture evolving market conditions and institutional risk strategies.
Q: Who uses this data?
A: Regulators, risk managers, and financial analysts monitor these changes to understand market dynamics.
Q: What does 'tightened considerably' indicate?
A: Suggests institutions are becoming more conservative in derivative contract terms and risk management.
Related Trends
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50) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes Relating to Contracts of Each of the Following Types Changed?| A. FX. | Answer Type: Increased Somewhat
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51) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes Relating to Contracts of Each of the Following Types Changed?| B. Interest Rate. | Answer Type: Decreased Considerably
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31) To the Extent That the Price or Nonprice Terms Applied to Separately Managed Accounts Established with Investment Advisers Have Tightened or Eased Over the Past Three Months (as Reflected in Your Responses to Questions 29 and 30), What Are the Most Important Reasons for the Change?| B. Possible Reasons for Easing | 4. Lower Internal Treasury Charges for Funding. | Answer Type: 2nd Most Important
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19) To the Extent That the Price or Nonprice Terms Applied to Mutual Funds, Etfs, Pension Plans, and Endowments Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 17 and 18), What Are the Most Important Reasons for the Change?| A. Possible Reasons for Tightening | 1. Deterioration in Current or Expected Financial Strength of Counterparties. | Answer Type: 2nd Most Important
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39) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| A. Dealers and Other Financial Intermediaries. | Answer Type: Remained Basically Unchanged
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Citation
U.S. Federal Reserve, Nonprice Terms in OTC Derivatives (OTCDQ41DTCNR), retrieved from FRED.