10) How Has the Provision of Differential Terms by Your Institution to Most-Favored (as a Function of Breadth, Duration, and Extent of Relationship) Hedge Funds Changed Over the Past Three Months?| Answer Type: Increased Somewhat
CTQ10ISNR • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
1.00
Year-over-Year Change
0.00%
Date Range
7/1/2011 - 4/1/2025
Summary
Tracks institutional changes in hedge fund relationship terms over quarterly periods. Provides insight into financial sector lending and risk management strategies.
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
Measures institutional adaptations in hedge fund relationship terms, focusing on breadth, duration, and relationship extent.
Methodology
Surveyed institutional responses tracking quarterly changes in hedge fund lending terms.
Historical Context
Used by financial analysts to understand institutional lending dynamics and risk perception.
Key Facts
- Quarterly tracking of hedge fund relationship terms
- Reflects institutional risk management strategies
- Indicates financial sector lending flexibility
FAQs
Q: What does CTQ10ISNR measure?
A: Tracks changes in institutional hedge fund relationship terms over three-month periods.
Q: Why are these relationship terms important?
A: They indicate financial institutions' risk assessment and lending flexibility.
Q: How often is this data updated?
A: Quarterly survey captures changes in institutional lending practices.
Q: What factors influence these terms?
A: Market conditions, risk perception, and institutional strategies impact relationship terms.
Q: Can this data predict market trends?
A: Provides insights into financial sector sentiment and potential market shifts.
Related Trends
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?| E. Credit Referencing Securitized Products Including Mbs and Abs. | Answer Type: Increased Somewhat
ALLQ51EISNR
32) How Has the Intensity of Efforts by Investment Advisers to Negotiate More-Favorable Price and Nonprice Terms on Behalf of Separately Managed Accounts Changed over the Past Three Months?| Answer Type: Increased Somewhat
ALLQ32ISNR
35) Over the Past Three Months, How Have the Price Terms (for Example, Financing Rates) Offered to Nonfinancial Corporations as Reflected Across the Entire Spectrum of Securities Financing and OTC Derivatives Transaction Types Changed, Regardless of Nonprice Terms?| Answer Type: Tightened Considerably
CTQ35TCNR
66) Over the Past Three Months, How Have the Terms Under Which Non-Agency RMBS Are Funded Changed?| B. Terms for Most Favored Clients, as a Consequence of Breadth, Duration And/or Extent of Relationship | 2. Maximum Maturity. | Answer Type: Eased Considerably
SFQ66B2ECNR
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: First In Importance
CTQ25A1MINR
30) Over the Past Three Months, How Has Your Use of Nonprice Terms (for Example, Haircuts, Maximum Maturity, Covenants, Cure Periods, Cross-Default Provisions or Other Documentation Features) with Respect to Separately Managed Accounts Established with Investment Advisers Across the Entire Spectrum of Securities Financing and OTC Derivatives Transaction Types Changed, Regardless of Price Terms?| Answer Type: Remained Basically Unchanged
CTQ30RBUNR
Citation
U.S. Federal Reserve, Hedge Fund Relationship Terms (CTQ10ISNR), retrieved from FRED.