cover of episode All About QT - High Quality Credit Spreads

All About QT - High Quality Credit Spreads

2022/2/16
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Macro Horizons

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Shownotes Transcript

Dan Krieter and Dan Belton discuss their estimates around balance sheet normalization including the terminal size of the Fed’s balance sheet and when normalization will conclude. Other topics include the possibility the Fed actively sells securities, implications of the standing repo facility, and the impact of QT on credit and swap spreads.