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 Somewhat
OTCDQ43BISNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
1.00
Year-over-Year Change
-75.00%
Date Range
10/1/2011 - 4/1/2025
Summary
Tracks changes in initial margin requirements for over-the-counter (OTC) interest rate derivatives. Provides insight into financial institution risk management strategies.
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 margin requirements for client derivatives trading. Reflects institutional risk assessment and market conditions.
Methodology
Surveyed from financial institutions reporting margin requirement changes.
Historical Context
Used to understand risk management practices in derivatives markets.
Key Facts
- Reflects institutional risk appetite
- Indicates derivatives market conditions
- Measures margin requirement changes
FAQs
Q: What are initial margin requirements?
A: Collateral required to cover potential trading losses in derivatives contracts. Protects financial institutions from default risk.
Q: Why do margin requirements change?
A: Market volatility, risk perception, and institutional risk management strategies influence margin requirement adjustments.
Q: How often are these requirements updated?
A: Margin requirements can change quarterly based on market conditions and institutional risk assessments.
Q: What impacts margin requirement decisions?
A: Market volatility, client creditworthiness, and overall economic conditions influence margin requirement changes.
Q: Are margin requirements standardized?
A: Requirements vary by institution and depend on specific derivative types and client relationships.
Related Trends
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?| E. Insurance Companies. | Answer Type: Increased Somewhat
ALLQ40EISNR
46) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to OTC Credit Derivatives Referencing Securitized Products (Such as Specific ABS or MBS Tranches and Associated Indexes) Changed?| B. Initial Margin Requirements for Most Favored Clients, as a Consequence of Breadth, Duration, And/or Extent of Relationship. | Answer Type: Increased Considerably
OTCDQ46BICNR
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: Decreased Somewhat
OTCDQ51ADSNR
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?| B. Hedge Funds. | Answer Type: Remained Basically Unchanged
CTQ40BRBUNR
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: Remained Basically Unchanged
ALLQ26RBUNR
66) Over the Past Three Months, How Have the Terms Under Which Non-Agency RMBS Are Funded Changed?| A. Terms for Average Clients | 2. Maximum Maturity. | Answer Type: Tightened Somewhat
SFQ66A2TSNR
Citation
U.S. Federal Reserve, Initial Margin Requirements (OTCDQ43BISNR), retrieved from FRED.