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The Repo Market Explained

47 pointsby omarchowdhuryover 5 years ago

4 comments

howeycover 5 years ago
Wait, the fed wants an overnight rate in a specific range. To do this they just set the deposit rate under the &quot;floor&quot; to encourage banks to lend above that, but they didn&#x27;t set a ceiling, assuming it would magically stay in target range??<p>Now they are &quot;thinking&quot; of making a standing offer to lend at the top of their target range. Makes sense to me.
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jdhnover 5 years ago
I honestly believe that this is how QE will be reintroduced. The article even mentions that a &quot;solution&quot; to the repo squeeze will be for the Fed to begin expanding its balance sheet in order to create more bank reserves.<p>My question is this: will interest rates ever be allowed to go back up to historical norms? This episode clearly shows that the Fed won&#x27;t allow rates to go up even if it&#x27;s a temporary spike, so why should we believe that Treasury yields will be allowed to go back up?
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fedtotherescueover 5 years ago
My understanding is that the problem is not that banks don&#x27;t have money, but that they don&#x27;t have the right kind of money.<p>They need fed reserves, which is the only kind of money that works intra-day for bank needs, but they have treasuries and other stuff, which only clears the next day.<p>Why don&#x27;t they sell treasuries today so that they have the money tomorrow and thus no problem tomorrow I don&#x27;t understand.
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GOREover 5 years ago
The current situation means that one or more entities are in desperate need for funding and will pay any price for it. A similar situation happened in 2013 when China&#x27;s Banking system was on the verge of collapse. The repo rate reached 20% before the Central Bank of China intervened to calm down the market.