Federal Reserve Economic Data: Your trusted data source since 1991

FRED Economic Data, St. Louis FED

Your trusted data source

since 1991.

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    
 
 
    Q1 2024
Number of Respondents
Name Q1 2024 Q4 2023 Q1 2023
A. Initial margin requirements for average clients
Increased Considerably 		0 0 0
Increased Somewhat 		0 0 0
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 0
Remained Basically Unchanged 		11 12 11
Decreased Somewhat 		0 0 0
Decreased Considerably 		0 0 0
   

Need Help?

Questions or Comments
FRED Help

Subscribe to the FRED newsletter

Follow us

Back to Top