Federal Reserve Economic Data

FRED Economic Data, St. Louis FED

Initial Margin (Questions 42-48)

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?

   

Please select a date range

    Q4 2011    
 
 
    Q3 2024
Number of Respondents
Name Q3 2024 Q2 2024 Q3 2023
A. Initial margin requirements for average clients
Increased Considerably 		0 0 1
Increased Somewhat 		0 0 1
Remained Basically Unchanged 		17 14 13
Decreased Somewhat 		0 1 0
Decreased Considerably 		1 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 1
Increased Somewhat 		0 0 1
Remained Basically Unchanged 		15 14 14
Decreased Somewhat 		1 1 0
Decreased Considerably 		1 0 0
   

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