All About QT - High Quality Credit Spreads

16/02/2022 29 min
All About QT - High Quality Credit Spreads

Listen "All About QT - High Quality Credit Spreads"

Episode Synopsis

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.

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