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?| A. Initial Margin Requirements for Average Clients. | Answer Type: Remained Basically Unchanged
OTCDQ46ARBUNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
13.00
Year-over-Year Change
18.18%
Date Range
10/1/2011 - 4/1/2025
Summary
Tracks changes in initial margin requirements for over-the-counter credit derivatives referencing securitized products. Provides insight into financial market 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 metric reflects institutional risk assessment strategies for complex financial derivatives. It indicates potential shifts in credit market perception and regulatory approaches.
Methodology
Surveyed from financial institutions reporting margin requirement adjustments quarterly.
Historical Context
Used by regulators and risk managers to understand derivative market stability.
Key Facts
- Reflects institutional risk management strategies
- Covers securitized product derivatives
- Quarterly reporting mechanism
FAQs
Q: What are OTC credit derivatives?
A: Over-the-counter credit derivatives are financial contracts traded directly between parties without exchange supervision.
Q: Why do margin requirements matter?
A: Margin requirements help manage counterparty risk and prevent potential market instability during financial transactions.
Q: How often are these requirements updated?
A: Institutions typically review and adjust margin requirements on a quarterly basis.
Q: What products are covered?
A: Includes securitized products like asset-backed and mortgage-backed securities and their associated indexes.
Q: Are margin requirements standardized?
A: Requirements vary by institution and depend on perceived market risk and regulatory guidelines.
Related Trends
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?| B. Possible Reasons for Easing | 5. Increased Availability of Balance Sheet or Capital at Your Institution. | Answer Type: 2nd Most Important
ALLQ31B52MINR
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?| A. Possible Reasons for Tightening | 3. Adoption of More-Stringent Market Conventions (That is, Collateral Terms and Agreements, Isda Protocols). | Answer Type: First in Importance
ALLQ37A3MINR
19) To the Extent That the Price or Nonprice Terms Applied to Mutual Funds, Etfs, Pension Plans, and Endowments Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 17 and 18), What Are the Most Important Reasons for the Change?| A. Possible Reasons for Tightening | 6. Worsening in General Market Liquidity and Functioning. | Answer Type: 2nd Most Important
ALLQ19A62MINR
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 Somewhat
ALLQ66B1TSNR
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?| B. Initial Margin Requirements for Most Favored Clients, as a Consequence of Breadth, Duration, And/or Extent of Relationship. | Answer Type: Remained Basically Unchanged
ALLQ45BRBUNR
39) Over the Past Three Months, How Has the Volume of Mark and Collateral Disputes with Clients of Each of the Following Types Changed?| F. Separately Managed Accounts Established with Investment Advisers. | Answer Type: Remained Basically Unchanged
ALLQ39FRBUNR
Citation
U.S. Federal Reserve, OTC Credit Derivatives Margin Requirements (OTCDQ46ARBUNR), retrieved from FRED.