2) Over the Past Three Months, How Has the Amount of Resources and Attention Your Firm Devotes to Management of Concentrated Credit Exposure to Central Counterparties and Other Financial Utilities Changed?| Answer Type: Increased Considerably
ALLQ02ICNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
0.00
Year-over-Year Change
N/A%
Date Range
7/1/2011 - 1/1/2025
Summary
Tracks changes in firm resource allocation for managing concentrated credit exposure to financial counterparties. Indicates strategic risk management approaches in financial institutions.
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
This metric reflects how financial firms adjust their internal resources toward managing credit risks. It provides insight into institutional risk perception and strategic planning.
Methodology
Collected through quarterly survey of financial institutions' risk management practices.
Historical Context
Used by regulators to assess financial sector risk management strategies.
Key Facts
- Quarterly survey-based metric
- Indicates strategic risk management shifts
- Reflects institutional credit risk perception
FAQs
Q: What does this metric measure?
A: It tracks changes in firm resources dedicated to managing credit exposure to financial counterparties.
Q: Why is this important?
A: Helps understand how financial institutions adapt to changing risk environments.
Q: How often is this data collected?
A: Collected quarterly through institutional surveys.
Q: Who uses this data?
A: Regulators, risk managers, and financial policy analysts use this to assess sector risk management.
Q: What are the limitations of this metric?
A: Represents self-reported perceptions, which may not capture full risk landscape.
Related Trends
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SFQ66B1RBUNR
74) Over the Past Three Months, How Have the Terms Under Which Consumer ABS (for Example, Backed by Credit Card Receivables or Auto Loans) Are Funded Changed?| A. Terms for Average Clients | 4. Collateral Spreads Over Relevant Benchmark (Effective Financing Rates). | Answer Type: Remained Basically Unchanged
SFQ74A4RBUNR
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: Remained Basically Unchanged
CTQ11RBUNR
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?| B. Interest Rate. | Answer Type: Remained Basically Unchanged
OTCDQ51BRBUNR
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ALLQ32RBUNR
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 | 1. Deterioration in Current or Expected Financial Strength of Counterparties. | Answer Type: 2nd Most Important
ALLQ31A12MINR
Citation
U.S. Federal Reserve, Credit Exposure Management (ALLQ02ICNR), retrieved from FRED.