70) Over the Past Three Months, How Have the Terms Under Which CMBS Are Funded Changed?| A. Terms for Average Clients | 3. Haircuts. | Answer Type: Tightened Considerably

SFQ70A3TCNR • Economic Data from Federal Reserve Economic Data (FRED)

Latest Value

0.00

Year-over-Year Change

N/A%

Date Range

10/1/2011 - 4/1/2025

Summary

This trend tracks changes in haircuts for Commercial Mortgage-Backed Securities (CMBS) funding terms over three months. The metric provides insight into lending conditions and risk perception in commercial real estate financing.

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

The indicator measures how lenders are adjusting risk margins when funding CMBS, reflecting tightening credit conditions. Economists use this metric as a leading indicator of potential stress in commercial real estate and broader financial markets.

Methodology

Data is collected through surveys of financial institutions and lending professionals tracking changes in CMBS funding requirements.

Historical Context

Policymakers and investors use this trend to assess credit market health and potential economic constraints in commercial real estate lending.

Key Facts

  • Indicates tightening of lending terms for commercial mortgage-backed securities
  • Reflects increased risk perception in commercial real estate markets
  • Provides early signal of potential credit market constraints

FAQs

Q: What does a 'haircut' mean in CMBS funding?

A: A haircut represents the difference between the market value of an asset and the amount a lender is willing to fund against that asset, reflecting perceived risk.

Q: Why are CMBS funding terms important?

A: CMBS funding terms impact commercial real estate investment, development, and overall economic liquidity in the property market.

Q: How frequently is this data updated?

A: Typically, this trend is surveyed and updated quarterly by financial institutions and regulatory bodies.

Q: What causes changes in CMBS funding terms?

A: Factors include economic conditions, property market performance, interest rates, and overall financial sector risk perception.

Q: How do tightened CMBS terms affect investors?

A: Tightened terms can increase borrowing costs, reduce available credit, and potentially slow commercial real estate investment and development.

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 Considerably

ALLQ34DCNR

70) Over the Past Three Months, How Have the Terms Under Which CMBS Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 4. Collateral Spreads Over Relevant Benchmark (Effective Financing Rates). | Answer Type: Tightened Considerably

SFQ70B4TCNR

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?| A. Possible Reasons for Tightening | 3. Adoption of More-Stringent Market Conventions (That is, Collateral Terms and Agreements, Isda Protocols). | Answer Type: 3rd Most Important

ALLQ31A33MINR

32) How Has the Intensity of Efforts by Investment Advisers to Negotiate More-Favorable Price and Nonprice Terms on Behalf of Separately Managed Accounts Changed over the Past Three Months?| Answer Type: Remained Basically Unchanged

ALLQ32RBUNR

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: Decreased Somewhat

ALLQ43BDSNR

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 | 1. Deterioration in Current or Expected Financial Strength of Counterparties. | Answer Type: 2nd Most Important

ALLQ19A12MINR

Citation

U.S. Federal Reserve, 70) Over the Past Three Months, How Have the Terms Under Which CMBS Are Funded Changed?| A. Terms for Average Clients | 3. Haircuts. | Answer Type: Tightened Considerably [SFQ70A3TCNR], retrieved from FRED.

Last Checked: 8/1/2025