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: Remained Basically Unchanged
OTCDQ45ARBUNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
15.00
Year-over-Year Change
15.38%
Date Range
10/1/2011 - 4/1/2025
Summary
Tracks changes in initial margin requirements for over-the-counter (OTC) credit derivatives referencing corporate entities. Provides insight into financial market risk management.
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 stability of margin requirements for corporate credit derivatives. Indicates potential shifts in financial institution risk assessment strategies.
Methodology
Collected through survey responses from financial institutions about margin requirements.
Historical Context
Used by regulators to monitor financial market risk management practices.
Key Facts
- Reflects stable margin requirements
- Covers corporate credit derivatives
- Indicates consistent risk management approach
FAQs
Q: What are OTC credit derivatives?
A: Over-the-counter credit derivatives are financial contracts traded directly between parties. Used for managing credit risk and investment strategies.
Q: Why do margin requirements matter?
A: Margin requirements help manage financial risk and ensure market stability. Protect against potential trading defaults.
Q: How often are these requirements assessed?
A: Typically reviewed quarterly through financial institution surveys. Provides periodic insights into risk management practices.
Q: Who monitors these margin requirements?
A: Financial regulators and institutions track these requirements to manage systemic financial risks.
Q: What does 'remained basically unchanged' indicate?
A: Suggests stable risk assessment approaches. Indicates consistent financial market conditions during the survey period.
Related Trends
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
37) To the Extent That the Price or Nonprice Terms Applied to Nonfinancial Corporations Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 35 and 36), What Are the Most Important Reasons for the Change?| B. Possible Reasons for Easing | 7. More-Aggressive Competition from Other Institutions. | Answer Type: First in Importance
ALLQ37B7MINR
9) Considering the Entire Range of Transactions Facilitated by Your Institution for Such Clients, How Has the Availability of Additional (and Currently Unutilized) Financial Leverage Under Agreements Currently in Place with Hedge Funds (for Example, Under Prime Broker, Warehouse Agreements, and Other Committed but Undrawn or Partly Drawn Facilities) Changed over the Past Three Months?| Answer Type: Decreased Somewhat
ALLQ09DSNR
68) Over the Past Three Months, How Has Demand for Term Funding with a Maturity Greater Than 30 Days of Non-Agency Rmbs by Your Institution's Clients Changed?| Answer Type: Remained Basically Unchanged
ALLQ68RBUNR
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
OTCDQ51AICNR
56) Over the Past Three Months, How Have the Terms Under Which High-Yield Corporate Bonds 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
SFQ56B1TCNR
Citation
U.S. Federal Reserve, OTC Credit Derivatives Margin Requirements (OTCDQ45ARBUNR), retrieved from FRED.