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Initial Margin (Questions 42-48)

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?

   

Please select a date range

    Q4 2011    
 
 
    Q2 2024
Number of Respondents
Name Q2 2024 Q1 2024 Q2 2023
A. Initial margin requirements for average clients
Increased Considerably
0 0 0
Increased Somewhat
0 0 1
Remained Basically Unchanged
12 12 12
Decreased Somewhat
0 0 0
Decreased Considerably
0 0 0
B. Initial margin requirements for most favored clients, as a consequence of breadth, duration, and/or extent of relationship
Increased Considerably
0 0 0
Increased Somewhat
0 0 1
Remained Basically Unchanged
12 11 11
Decreased Somewhat
0 0 0
Decreased Considerably
0 0 0
   

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