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U.S. Fed accepts $756B in daily reverse repo operation

reuters.com

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Re: U.S. Fed accepts $756B in daily reverse repo operation

#71
This event doesn't make sense if you have assumed that banks take deposits and then loan that deposit money out.

In reality deposits only cover around 10% of the loan. This is called fractional reserve banking and it means that a bank loan is actually a money creation event!

Cash might seem like an asset. But in reality the loan is the asset that pays the bank money and cash is the liability because the cash can be withdrawn at any time (it is owed to someone else). Increased deposits are bad for banks if they cannot use it to generate a loan asset (which is the case today).

However, I am still trying to understand why increased deposit liabilities are such a problem that the bank regulations force this issue to be resolved overnight in a reverse repo operation.

Re: U.S. Fed accepts $756B in daily reverse repo operation

#72
post #2

Can someone provide a ELI5 for this?

At a very high level, this is one among many Rube Goldberg-esque interventions in financial markets that the Fed uses to try and whip markets into behaving how it wants.

In more concrete terms, banks (i.e. members of the Federal Reserve System) keep USD reserves on deposit at the Fed. The only thing they can do with these reserves is loan them overnight to other member banks at a market-determined interest rate--the Federal Funds Rate--which is targeted to a certain range by the Fed's policymaking committee. The Fed also pays interest on these reserves, at two rates: one rate for required reserves, and another for excess reserves. These serve to put a floor under the FFR, since there is no reason to lend reserves at a rate below what you can get by just sitting on them.

Of note is the fact that only Fed member banks have access to this, so other financial institutions must go through the banks when they have excess cash to park somewhere. In essence, the bank can accept overnight cash from non-banks and split the IOER with them. This transaction is consummated through a repurchase agreement (repo) in which the bank sells a "safe" asset to the counterparty with an agreement to buy it back soon thereafter (often overnight, but potentially up to a year later) for a slightly elevated price. The price difference is effectively the counterparty's cut of the IOER accrued during the time that the bank was sitting on the cash. Repo transactions are used for all sorts of short-term funding needs among non-banks, so the overnight rate on high-quality repo is roughly equivalent to the FFR.

It is for this reason that the Fed started its reverse repo operation, whereby it offers basically the same deal that I described above to certain qualified non-bank counterparties, in order to set a floor on overnight repo rates. (You can ignore the "reverse" in the name; it just means that the Fed is the one lending securities in the transaction.) The Fed is extremely wary of negative interest rates and the effect they might have on market behavior, so reverse repo appears to be the preferred method for preventing this.

So what does it mean when usage of this facility skyrockets? Well, it means that banks are not willing to engage in overnight repo at the rate that the Fed is offering, which in turn means that there is suddenly a large imbalance between repo supply (high-quality lendable securities held by banks) and demand (idle cash held by non-banks). As to what that fact means for the near future, opinions may differ sharply.

Banks essentially make money by arbitraging time preferences--they borrow short term (e.g. demand deposits which can be withdrawn at any time) at very low interest rates, and lend long term for much higher rates to risky ventures. They realize a profit by earning a sufficient spread between these rates to offset losses due to counterparty risk (i.e. default) on their lending. One consequence of this model is that a bank may abruptly become insolvent due to short term market conditions, if it cannot roll over its sources of funding. Since financial assets can typically be liquidated quickly (as opposed to, say, a bunch of idle factories owned by a defunct manufacturer) this can lead to systemic instability when an insolvent bank is forced to sell everything and drags down the prices for assets held on other banks' balance sheets.

After the GFC, regulators decided to come up with a more nuanced set of rules about how "healthy" a large bank's balance sheet must be, in order to spot trouble before it exacerbates a liquidity crisis and produces a solvency crisis. A business's leverage ratio is basically capital (equity) divided by assets (or its inverse, depending on your framing). For banks, however, just looking at leverage is not that helpful since the assets being held have very different levels of risk. The new metric is the Supplemental Leverage Ratio (SLR), which includes off-balance sheet exposure. Notably, the bank's reserves at the Fed as well as holdings of US Treasuries are normally included in the denominator (risk assets), but at the start of the pandemic an exemption was put in place so these could be excluded, thereby boosting the leverage ratio and allowing banks to engage in more lending than would otherwise be allowed by the normal SLR calculation.

However, the SLR exemption has now been allowed to expire, and thus banks must tighten up their balance sheets to avoid the severe restrictions of a low SLR. We are now squeezed between the Scylla and Charybdis of financial regulation and monetary stimulus, as the Fed engages in QE to encourage lending towards riskier economic activity while simultaneously imposing leverage constraints to prevent large banks from posing systemic risks. The Fed's reverse repo has become the pressure release valve, as banks are completely hamstrung by their inability to offer negative rates so everyone is now going straight to the Fed for their overnight deposits.

Ironically, this is essentially a (short-term) negation of the Fed's QE activity, as the Fed is simultaneously purchasing assets as well as lending them out on an ongoing basis. In other words, the market is sending a pretty clear signal that QE is really unnecessary at this point in time.

Re: U.S. Fed accepts $756B in daily reverse repo operation

#73
post #41

It really helps to have a look at the graph: https://fred.stlouisfed.org/series/RRPONTSYD This is clearly the highest level of reverse repo since the program was introduced, by a wide margin. There are three factors behind this: 1. The Treasury has temporarily backed off issuance of short term debt as it drains down an overflowing General Account. https://www.reuters.com/article/us-usa-treasury-liquidity-ex... 2. Ban…

> Such an occurrence would send a very unexpected signal to markets and could result in panic as investors see the value of money market funds shrink for the first time ever.

Apparently "ever" covers neither 2008 (where the Lehman Brothers bankruptcy caused the money market to implode) nor 1994, nor 1978.

Re: U.S. Fed accepts $756B in daily reverse repo operation

#74
post #7

Earlier quoted context omitted.

Banks have a ton of cash, and they're worried about inflation. So, they store their cash with the fed (through a repo [repurchase] agreement) temporarily. [0] What is a repo? - https://www.richmondfed.org/publications/research/econ_focus... [1] Repos in charts - https://fred.stlouisfed.org/series/RRPONTSYD

> they store their cash with the fed (through a repo [repurchase] agreement) temporarily. What does this gain them? Are they paid interest?

Banks don't like holding cash (because it doesn't belong to them, and could be withdrawn at any time). So it's actually the opposite: they pay for the privilege of not having to hold onto that cash.

Re: U.S. Fed accepts $756B in daily reverse repo operation

#75

This might be an unpopular opinion, but the economy we have right now feels quite fake, for lack of a better word, in the sense that the official numbers that are reported don't seem to reflect its actual health. I find it deeply concerning that every warning sign is summarily dismissed as "transitory" and the government and the Fed continue to drive full speed ahead.

It is fake in the sense that billions of dollars are being minted by crypto without any real use case other than theoretically fixing the financial system "someday". But fake stuff has always been a big part of the economy. Realtors extract 6% of most real estate transactions, but provide minimal "real" value, for example. The important thing is that inflation isn't running away and also businesses are not shutting d…

> billions of dollars are being minted by crypto

This makes no sense, if only because the US government is the only entity that can “mint” US dollars.

More directly, just because the brokerage website says you have $x worth of an asset based on multiplying quantity of the asset times most recent sale price of a unit of that asset, unless you can trade it and deposit the cash into your account, you do not have $x.

Re: U.S. Fed accepts $756B in daily reverse repo operation

#76

Earlier quoted context omitted.

> Such an occurrence would send a very unexpected signal to markets and could result in panic as investors see the value of money market funds shrink for the first time ever. Panic how? what will they do, withdraw the cash that banks don't want anyway? I dont undertand the weird mythologizing of 0% interest rate, pretending transaction costa dont exist.

I do agree with you that most commentators freak out about the zero bound more than is justified. Especially given the fact that negative rates have existed in Europe and Japan for a while without any major effects. But generally, banks are extremely discourages, both by regulation and convention, from charing negative interest rates on consumer accounts. The first bank that "burns" funds in your checking or savings…

> The first bank that "burns" funds in your checking or savings account is going to get assailed by a pitchfork wielding mob.

I think some banks have already done this as a result of Europe's persistent negative rates. See this Bloomberg article for a citation: https://www.bloomberg.com/news/articles/2019-09-22/banks-jus...

Re: U.S. Fed accepts $756B in daily reverse repo operation

#77
post #31

This might be an unpopular opinion, but the economy we have right now feels quite fake, for lack of a better word, in the sense that the official numbers that are reported don't seem to reflect its actual health. I find it deeply concerning that every warning sign is summarily dismissed as "transitory" and the government and the Fed continue to drive full speed ahead.

It is fake. The thing is is your average American would never even consider the ultimate possibility of a foundational collapse of their economy and currency. And it's not just the average American. Nearly all hedge funds etc have USD as their basis. Bitcoin, Gold, Stocks, real estate etc has a value tag that's denominated in Dollars. You open up your portfolio and be happy when the USD value goes up in a nice green…

> Because they can force the rest of the world to keep using USD at gunpoint?

And the alternative? The EUR which is held by an EU that will likely break in the future. The CNY which is held by China (great idea :) ) or Russia's currency which is inflating like there is no tomorrow.

Bitcoin/Gold could be a hedge but it's quite volatile to preserve value especially for short/medium term holding periods.

There is no alternative to the USD at the moment.

Re: U.S. Fed accepts $756B in daily reverse repo operation

#78

This might be an unpopular opinion, but the economy we have right now feels quite fake, for lack of a better word, in the sense that the official numbers that are reported don't seem to reflect its actual health. I find it deeply concerning that every warning sign is summarily dismissed as "transitory" and the government and the Fed continue to drive full speed ahead.

This is what happens when a central authority is controlling the economy. Everyone should know that free markets can allocate resources better than any central planner, but still somehow those economists think that we need central bank policies to control the whole thing. Central planning might be appeling idea especially for those who benefit from it, and provides unlimited avenues for complex economic theories, but it just doesn't work in the long run.

Re: U.S. Fed accepts $756B in daily reverse repo operation

#79

Earlier quoted context omitted.

> big banks don't want the liability How is holding lots of cash a liability?

To the banks, it's a debt and hence a liability. If you put money in your bank account, then the banks owe you money.

Yea, but you gave the bank the money first. Which brings us back to the first question: How is holding cash a liability? Are they worried about deflation?

Re: U.S. Fed accepts $756B in daily reverse repo operation

#80

Earlier quoted context omitted.

I do agree with you that most commentators freak out about the zero bound more than is justified. Especially given the fact that negative rates have existed in Europe and Japan for a while without any major effects. But generally, banks are extremely discourages, both by regulation and convention, from charing negative interest rates on consumer accounts. The first bank that "burns" funds in your checking or savings…

> The first bank that "burns" funds in your checking or savings account is going to get assailed by a pitchfork wielding mob. I think some banks have already done this as a result of Europe's persistent negative rates. See this Bloomberg article for a citation: https://www.bloomberg.com/news/articles/2019-09-22/banks-jus...

The current approach seems to be negative rates on deposits over a certain amount. E.g. ING Belgium will have a -0.5% interest on deposits over 250K EUR starting next month[1].

Rabobank.be simply decided to close all accounts[2], which is another way to get rid of customer deposits while avoiding mobs. It will increase the pressure on the other banks who will receive those deposits though.

[1] https://www.ing.be/en/retail/daily-banking/savings-accounts/...

[2] https://www.brusselstimes.com/news/business/174304/200000-be...

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