NY Fed's Perli offers guideposts to measure market liquidity levels

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NEW YORK, May 8 - The official responsible for implementing Federal Reserve monetary policy said in a speech on Wednesday that the recent announcement to slow the pace of contracting the central bank balance sheet reduces the prospect of market stress, in remarks that also laid out metrics for measuring when liquidity might be becoming too scarce.

At the last Federal Open Market Committee meeting the Fed announced it would allow Treasuries to run off its holdings at a slower pace. The Fed has since the summer of 2022 been allowing its holdings to contract as part of a broader effort to make monetary policy more restrictive. The Fed is trying to drain enough liquidity from the financial system to allow for normal money market volatility and firm control over the federal funds rate, its chief lever to influence the economy’s momentum. In slowing the pace of the drawdown, the Fed is also trying to avoid the events of September 2019, when markets endured unexpected stress during the last chapter of balance sheet reduction.

He also offered some guideposts for how the Fed is watching markets for signs liquidity is tightening in a way that would call for an end to what’s commonly referred to as quantitative tightening, or QT.

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