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 Somewhat
OTCDQ41DTSNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
1.00
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 evolving financial contract standards.
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 trend measures shifts in triggers and covenants for over-the-counter derivatives agreements. Indicates market risk management approaches.
Methodology
Survey-based data collection from financial institutions tracking agreement terms.
Historical Context
Used by risk managers and financial regulators to monitor derivative contract standards.
Key Facts
- Tracks changes in derivative agreement terms
- Focuses on triggers and covenants
- Indicates market risk management trends
FAQs
Q: What does 'tightened somewhat' mean?
A: Indicates slight increase in restrictiveness of derivative agreement terms. Suggests cautious risk management.
Q: Why are OTC derivative terms important?
A: They define risk allocation and transaction parameters in financial markets. Critical for understanding market dynamics.
Q: How often are these terms updated?
A: Quarterly surveys track changes in nonprice terms for derivative agreements.
Q: Who monitors these agreement changes?
A: Financial regulators, risk managers, and institutional investors track these trends.
Q: What are triggers and covenants?
A: Contractual provisions that define conditions and obligations in derivative agreements. Help manage financial risks.
Related Trends
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13) To the Extent That the Price or Nonprice Terms Applied to Trading REITs Have Tightened or Eased Over the Past Three Months (as Reflected in Your Responses to Questions 11 and 12), What Are the Most Important Reasons for the Change?| A. Possible Reasons for Tightening | 4. Higher Internal Treasury Charges for Funding. | Answer Type: First In Importance
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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?| A. Possible Reasons for Tightening | 2. Reduced Willingness of Your Institution to Take on Risk. | Answer Type: First In Importance
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33) Considering the Entire Range of Transactions Facilitated by Your Institution for Such Clients, How Has the Use of Financial Leverage by Separately Managed Accounts Established with Investment Advisers Changed over the Past Three Months?| Answer Type: Decreased Considerably
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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?| D. Credit Referencing Corporates. | 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?| A. FX. | Answer Type: Increased Considerably
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Citation
U.S. Federal Reserve, OTC Derivatives Agreement Terms (OTCDQ41DTSNR), retrieved from FRED.