13) To the Extent That the Price or Nonprice Terms Applied to Trading Reits Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 11 and 12), What Are the Most Important Reasons for the Change?| A. Possible Reasons for Tightening | 2. Reduced Willingness of Your Institution to Take on Risk. | Answer Type: 3rd Most Important
ALLQ13A23MINR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
0.00
Year-over-Year Change
N/A%
Date Range
1/1/2012 - 1/1/2025
Summary
Measures institutional risk appetite in financial markets. Captures third-most important reasons for risk perception changes among 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
Tracks institutional perspectives on risk adjustment in trading environments. Provides nuanced insights into financial market sentiment.
Methodology
Surveys financial institutions about their risk perception changes.
Historical Context
Used by policymakers and investors to understand market risk dynamics.
Key Facts
- Captures third-ranked risk perception factors
- Reflects institutional risk appetite
- Provides market sentiment insights
FAQs
Q: What does this series measure?
A: It tracks institutional reasons for changing risk perception in financial markets. Focuses on the third most important factor.
Q: Why are risk perception changes important?
A: They indicate potential market shifts and institutional investment strategies.
Q: How frequently is this data collected?
A: The survey captures periodic changes in institutional risk perspectives.
Q: Who uses this type of data?
A: Investors, policymakers, and financial analysts use these insights for market analysis.
Q: What are the data's limitations?
A: The series represents perceptions, not actual market performance or definitive risk levels.
Related Trends
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70) Over the Past Three Months, How Have the Terms Under Which Cmbs Are Funded Changed?| A. Terms for Average Clients | 4. Collateral Spreads over Relevant Benchmark (Effective Financing Rates). | Answer Type: Eased Somewhat
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25) To the Extent That the Price or Nonprice Terms Applied to Insurance Companies Have Tightened or Eased Over the Past Three Months (as Reflected in Your Responses to Questions 23 and 24), 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
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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?| B. Initial Margin Requirements for Most Favored Clients, as a Consequence of Breadth, Duration, And/or Extent of Relationship. | Answer Type: Remained Basically Unchanged
OTCDQ45BRBUNR
25) To the Extent That the Price or Nonprice Terms Applied to Insurance Companies Have Tightened or Eased over the Past Three Months (as Reflected in Your Responses to Questions 23 and 24), What Are the Most Important Reasons for the Change?| B. Possible Reasons for Easing | 4. Lower Internal Treasury Charges for Funding. | Answer Type: 3rd Most Important
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79) Over the Past Three Months, How Has the Duration and Persistence of Mark and Collateral Disputes Relating to Lending Against Each of the Following Collateral Types Changed?| E. Non-Agency Rmbs. | Answer Type: Increased Somewhat
ALLQ79EISNR
Citation
U.S. Federal Reserve, Risk Perception Survey (ALLQ13A23MINR), retrieved from FRED.