45) Over the Past Three Months, How Have Initial Margin Requirements Set by Your Institution with Respect to OTC Credit Derivatives Referencing Corporates (Single-Name Corporates or Corporate Indexes) Changed?| A. Initial Margin Requirements for Average Clients. | Answer Type: Increased Somewhat
OTCDQ45AISNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
0.00
Year-over-Year Change
-100.00%
Date Range
10/1/2011 - 4/1/2025
Summary
Measures changes in initial margin requirements for over-the-counter credit derivatives referencing corporate entities. Indicates evolving risk management practices.
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 average clients in corporate credit derivative markets.
Methodology
Collected through surveys of financial institutions reporting margin changes.
Historical Context
Used to understand credit market risk and institutional lending practices.
Key Facts
- Reflects moderate margin increases for corporate derivatives
- Indicates cautious approach to corporate credit risk
- Part of ongoing market risk monitoring
FAQs
Q: What are credit derivatives?
A: Financial contracts that transfer credit risk between parties, typically referencing corporate debt instruments.
Q: Why do margin requirements matter?
A: They help manage counterparty risk and protect financial institutions from potential defaults.
Q: How do margin changes impact markets?
A: Changes can affect trading volumes, liquidity, and overall market participation.
Q: Who uses these derivatives?
A: Banks, hedge funds, and institutional investors use credit derivatives for risk management.
Q: How frequently are these requirements updated?
A: Typically reviewed quarterly based on market conditions and credit risk assessments.
Related Trends
62) Over the Past Three Months, How Have the Terms Under Which 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: Eased Somewhat
ALLQ62B1ESNR
59) Over the Past Three Months, How Have Liquidity and Functioning in the High-Yield Corporate Bond Market Changed?| Answer Type: Deteriorated Somewhat
ALLQ59EONR
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 | 1. Deterioration in Current or Expected Financial Strength of Counterparties. | Answer Type: 3rd Most Important
CTQ13A13MINR
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: Eased Considerably
SFQ66B1ECNR
1) Over the Past Three Months, How Has the Amount of Resources and Attention Your Firm Devotes to Management of Concentrated Credit Exposure to Dealers and Other Financial Intermediaries (Such as Large Banking Institutions) Changed?| Answer Type: Remained Basically Unchanged
ALLQ01RBUNR
69) Over the Past Three Months, How Have Liquidity and Functioning in the Non-Agency RMBS Market Changed?| Answer Type: Deteriorated Somewhat
SFQ69EONR
Citation
U.S. Federal Reserve, Credit Derivatives Margin Requirements (OTCDQ45AISNR), retrieved from FRED.