Barron\'s - 21.10.2019

(Barry) #1

October 21, 2019 BARRON’S 27


THE ECONOMY n By Matthew C. Klein


Fed’sBondBuyingDoesn’tEqualQE4


For investors, the moves should be seen as technical, not a bid to inflate asset prices


SOME MARKET OBSERVERS


are calling the Federal


Reserve’srecentcommit-


ment to buy billions of


dollars of U.S. Treasury


bills QE4—the start of a


fourthroundofso-called


quantitativeeasingmeanttoboostaflag-


ging economy. This is misleading. It is


more useful for investors to think of the


newroundofassetpurchasesasareturn


totheolddayswherethemarketdictates


the size of the Fed’s balance sheet.


The basic job of the centralbankis to


make sure there is enough money in the


economy to grease the wheels of com-


merce,butnotsomuchastogeneratefi-


nancial bubbles or excessive consumer


priceinflation.Thisisdifficult,andabout


amonthago,theFednearlyfailedatthat.


OnSept.17,theFed’spreferredmeasure


ofshort-terminterestratesspikedabove


5%,withsomeborrowerspayingasmuch


as 9% to pawn U.S. Treasury debt for


overnight cash. At the time, the Fed had


been trying to keep short rates at 2% to


2.25%.


The underlying problem was a sys-


temic shortage of money. Fed officialsbe-


lieved that the banking system was flush


with more reserves than it needed. In re-


ality, the system was operating on a knife


edge where small changes in the quantity


of reserves generated large changes in


price.


Thegoodnewsisthatthisisaproblem


the Fed can easily solve. Over the past


month,thecentralbankhasexpandedits


balance sheet by $200 billion through


lending to securities dealers in exchange


for collateral guaranteed by the govern-


ment.Thispastweek,theFedalsostarted


buying U.S. Treasury bills, with the goal


ofaddingabout$60billioneachmonth“at


leastintothesecondquarterofnextyear.”


Together, these moves could almost


completelyreversetheimpactoftheFed’s


balance-sheetshrinkagethatbeganatthe


endof2017,butitdoesn’tmeanthatQE4


ishere.Forinvestors,thismeansthecen-


tral bank is simply going to buy as many


bondsasitneedstohititsshort-termtar-


getrate,whichcurrentlysitsatarangeof


1.75% to 2%.


How did we get to this point?


Before everything changed during the


financial crisis at the end of 2008, only


about $20 billion of reserves were held


on deposit at the Fed, and banks bor-


rowed and lent those reserves to one an-


other overnight to satisfy regulatory re-


quirements. Traders at the New York


Fed’s market desk calibrated the supply


of reserves to adjust the price of those


interbank loans (the federal-funds rate)


by buying and selling Treasury securi-


ties.


Then,fromtheheightsofthefinancial


crisisinSeptember2008throughthemid-


dleof2014,theFedcreatednearly$3tril-


lion in bank reserves to finance its pur-


chases of long-term Treasury debt and


mortgagebonds,whichweresupposedto


boost lending and investment.


The explosion of reserves means tradi-


tional reserve requirements stopped bind-


ing banks years ago. Even so, two new


rules imposed in response to the financial


crisis have ended up raising the effective


level of “required” reserves. Banks now


need to hold enough “high-quality liquid


assets” to repay depositors and other


short-term creditors during a panic. Re-


serves aren’t the only asset that satisfies


the requirement, but they are the most


attractive one to hold, given the level of


interest rates and the ability to use re-


serves to settle payments throughout the


day. At the same time, the “supplemen-


tary leverage ratio” limits how much


banks can borrow, which also limits their


willingness to make loans with low ex-


pected returns, such as overnight repur-


chase agreements collateralized by U.S.


Treasury notes.


Combined, these rules have dramati-


cally increased banks’ need to hold re-


serves while simultaneously making it


harder to shift reserves within the bank-


ing system to where they are needed.


At the same time, the supply of re-


serveshasshrunkbyroughly$1.4trillion


sincethepeakin2014,thankstotheFed’s


unduefocusonkeepingthebalancesheet


fromgettingtoobig.WhentheFed’stotal


assetswerestable,itreducedtheamount


ofreservesbyallowingitsotherliabilities


to grow, particularly physical currency


and deposits from foreign central banks


andtheU.S.Treasury.ThentheFedbe-


gantoshrinkitsbalancesheetattheend


of 2017 in the hope of “normalizing” its


operations,eventhoughtherewasnoim-


minent need to do so. That further com-


pressed the supply of reserves. These


forceshaveputtremendousstrainonthe


moneymarketsoverthepastyearandex-


plainwhyarelativelysmallshiftindepos-


itsfromtheprivatesectortotheTreasury


caused such a massive spike in interest


rates.


In the mid-1980s, the Fed willingly


abandoned control of the size of its bal-


ance sheet to gain control of short-term


interest rates. Back then, the challenges


werefiguringouthowtoaccommodatethe


demand for physical U.S. currency and


how much “reserve pressure” needed to


be applied to get interest rates close to


thetarget.Thiswasalwaysmoreartthan


science, and the Fed often erred, with


ratesspikingupordowninthe1980sand


1990s.


After the financial crisis , the Fed


stopped targeting short-term interest


rates,whichitletsitatzero,andinstead


focused on targeting the size of the bal-


ancesheetbybuyingassets.Intheyears


since, the Fed tried to have its cake and


eat it, simultaneously targeting both the


size of the balance sheet and the level of


short-term interest rates.


Recent events make clear that it can


choose only one or the other. The Fed is


effectively back to the old regime of set-


ting a target on short-term interest


rates—butitisnowstrugglingtocalibrate


thesizeofitsbalancesheettogetinterest


rates where it wants them.


A better approach, suggested by Zol-


tan Pozsar of Credit Suisse just a few


weeksbeforetherecenttumult,wouldbe


for the Fed to let banks borrow cash


againstTreasurydebtasneededatafixed


premium to the target interest rate.


Markets,notbureaucrats,woulddeter-


mine the size of the Fed’s balance sheet.


TheEuropeanCentralBank,theBankof


England,andtheBankofJapanalldothis


already,whiletheFed’sminutesshowthat


some officials have been considering a


“ceilingfacilitytomitigatetemporaryun-


expected pressures.”


UntiltheFedcreatessuchafacility,it


will have to keep buying Treasuries and


expanding its balance sheet. Investors


shouldthinkofthoseoperationsasbeing


areturntowhattheFedusedtodobefore


thefinancialcrisis—andnotastimulative


effort aimed at inflating asset prices.


email: [email protected]


Balance Sheet Bounceback


With plans to purchase $60 billion of Treasury bills into the second quarter of 2020, the


Fed will effectively reverse the balance-sheet shrinkage it has overseen since 2017.


Sources: Federal Reserve Board; Barron's calculations


Securities Held Outright


Actual size of securities held on Fed’s balance sheet


Implied size of securities held on balance sheet after bond buying


2017 ’18 ’19 ’20


3.50


3.75


4.00


$4.25 Tril

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