A former Fed chief lays out his grand solution to stabilize the repo market - Business Insider

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A former Fed chief lays out his grand solution to stabilize the repo market

have keep interest rates in their intended window, several steps should be taken to further support its new monetary policy toolkit. The central bank's autumn rate spike led many to fear the Fed lost control of money markets. That event should guide the bank in the tough task of adapting to the post-financial-crisis lending environment, Dudley said.

"The spike in the fall was not a 'canary in the coal mine' signaling bigger problems in the financial system," he wrote. "Instead, it reflects the difficulty in forecasting the demand for reserves given the changes in regulations." A standing repo facility would effectively replace the central bank's capital injections and let lenders convert securities into cash reserves whenever they see fit, according to the former Fed chair. An open cash pool would decrease the potential for a last-minute cash shortage, and Dudley isn't the only expert to endorse the idea.

A standing repo facility would "address the potential problem of the Fed providing liquidity to primary dealers but primary dealers not lending the funds to other market participants that might need short-term repo financing," the former bank chief wrote. Rates for repurchase agreements soared to 10% from the 2% intended window on September 17, prompting concern around whether the nation's money markets were far less stable than previously thought.

 

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