An Analysis of the Interest Rate Risk of the Federal Reserve's Balance Sheet, Part 1 : Background and Historical Perspective

As part of its implementation of monetary policy, the Federal Reserve (Fed) holds Treasury securities and agency mortgage-backed securities (MBS) in the System Open Market Account (SOMA). The market value of these securities and the Fed's income fluctuate with changes in interest rates. As such, the ongoing increases in policy rates to address inflationary pressures are expected to put downward pressure on the Fed's net income

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Year of publication:	2022
Authors:	Anderson, Alyssa G. ; Na, Dave ; Schlusche, Bernd ; Senyuz, Zeynep
Publisher:	[S.l.] : SSRN
Subject:	Zinsrisiko \| Interest rate risk \| Geldpolitik \| Monetary policy \| Zentralbank \| Central bank \| Bankrechnungslegung \| Bank accounting \| Zins \| Interest rate
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Series:	FEDS Notes ; No. 2022-07-15-2
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2022 erstellt Volltext nicht verfügbar
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014080125