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: Decreased Somewhat
OTCDQ46BDSNR • 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
Tracks moderate changes in initial margin requirements for over-the-counter credit derivatives referencing securitized products. Indicates subtle shifts in financial market risk perception.
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 margin requirements for most favored clients in credit derivative markets. Reflects nuanced institutional risk assessment approaches.
Methodology
Surveyed data from financial institutions reporting margin requirement changes.
Historical Context
Used by regulators and investors to assess credit market risk conditions.
Key Facts
- Indicates moderate margin requirement adjustments
- Reflects incremental risk management strategies
- Provides granular market risk insights
FAQs
Q: What does a 'somewhat decreased' margin requirement mean?
A: It suggests a modest reduction in collateral requirements for credit derivatives. Indicates slight risk perception changes.
Q: How do these changes impact trading?
A: Moderate margin reductions can slightly increase trading flexibility and market liquidity.
Q: Who uses this margin requirement data?
A: Regulators, risk managers, and financial analysts use this information to assess market conditions.
Q: What factors influence margin requirements?
A: Market volatility, credit quality, and institutional risk management policies drive these changes.
Q: How frequently are these requirements reviewed?
A: Typically assessed quarterly to reflect current market and institutional risk perspectives.
Related Trends
34) How Has the Provision of Differential Terms by Your Institution to Separately Managed Accounts Established with Most-Favored (as a Function of Breadth, Duration, and Extent of Relationship) Investment Advisers Changed over the Past Three Months?| Answer Type: Decreased Somewhat
ALLQ34DSNR
35) Over the Past Three Months, How Have the Price Terms (for Example, Financing Rates) Offered to Nonfinancial Corporations as Reflected Across the Entire Spectrum of Securities Financing and Otc Derivatives Transaction Types Changed, Regardless of Nonprice Terms?| Answer Type: Tightened Considerably
ALLQ35TCNR
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
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: Remained Basically Unchanged
ALLQ66A2RBUNR
11) Over the Past Three Months, How Have the Price Terms (for Example, Financing Rates) Offered to Trading Reits as Reflected Across the Entire Spectrum of Securities Financing and Otc Derivatives Transaction Types Changed, Regardless of Nonprice Terms?| Answer Type: Tightened Somewhat
ALLQ11TSNR
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?| A. Mutual Funds. | Answer Type: Remained Basically Unchanged
CTQ21ARBUNR
Citation
U.S. Federal Reserve, Initial Margin Requirements (OTCDQ46BDSNR), retrieved from FRED.