43) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to OTC Interest Rate Derivatives Changed?| B. Initial Margin Requirements for Most Favored Clients, as a Consequence of Breadth, Duration, And/or Extent of Relationship. | Answer Type: Increased Considerably
OTCDQ43BICNR • 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
Measures changes in initial margin requirements for OTC interest rate derivatives among financial institutions. Indicates shifts in risk management strategies for complex financial instruments.
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 margin requirement adjustments for interest rate derivatives, focusing on most favored client relationships. It reflects institutional risk assessment approaches.
Methodology
Quarterly survey of financial institutions reporting margin requirement changes.
Historical Context
Critical for understanding institutional risk management and derivative market dynamics.
Key Facts
- Focuses on most favored client margins
- Reflects institutional risk perception
- Quarterly updated metric
FAQs
Q: What are interest rate derivatives?
A: Interest rate derivatives are financial contracts whose value depends on underlying interest rate movements.
Q: Why do margin requirements increase?
A: Increased margin requirements typically indicate higher perceived market risk or volatility.
Q: How do 'most favored clients' impact margins?
A: Clients with broader, longer relationships may receive more favorable margin terms based on trust and history.
Q: What influences these margin changes?
A: Economic conditions, market volatility, and institutional risk management strategies drive margin requirement adjustments.
Q: How frequently are these requirements reviewed?
A: Financial institutions typically review margin requirements on a quarterly basis, adjusting for market conditions.
Related Trends
24) Over the Past Three Months, How Has Your Use of Nonprice Terms (for Example, Haircuts, Maximum Maturity, Covenants, Cure Periods, Cross-Default Provisions or Other Documentation Features) with Respect to Insurance Companies Across the Entire Spectrum of Securities Financing and OTC Derivatives Transaction Types Changed, Regardless of Price Terms?| Answer Type: Eased Considerably
CTQ24ECNR
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?| C. Pension Plans. | Answer Type: Increased Somewhat
ALLQ21CISNR
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: Decreased Somewhat
CTQ21BDSNR
66) Over the Past Three Months, How Have the Terms Under Which Non-Agency Rmbs 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: Tightened Considerably
ALLQ66B1TCNR
40) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| D. Mutual Funds, Etfs, Pension Plans, and Endowments. | Answer Type: Remained Basically Unchanged
ALLQ40DRBUNR
70) Over the Past Three Months, How Have the Terms Under Which CMBS Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 2. Maximum Maturity. | Answer Type: Remained Basically Unchanged
SFQ70B2RBUNR
Citation
U.S. Federal Reserve, OTC Interest Rate Derivatives Margin (OTCDQ43BICNR), retrieved from FRED.