EconPapers    
Economics at your fingertips  
 

Projected Evolution of the SOMA Portfolio and the 10-year Treasury Term Premium Effect

Brian Bonis, Jane E. Ihrig and Min Wei

FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: An earlier Feds note used staff models to provide a projection for the evolution of the SOMA portfolio and an estimate of the associated term premium effect (TPE) on the 10-year Treasury yield. That analysis relied on economic, financial, and monetary policy assumptions as of April 2017. With the Federal Open Market Committee (FOMC) announcing a change in its reinvestment policy in its September 2017 post-meeting statement, this note provides updated projections.

Date: 2017-09-22
New Economics Papers: this item is included in nep-cba
References: Add references at CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed

Downloads: (external link)
https://www.federalreserve.gov/econres/notes/feds- ... -effect-20170922.htm (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2017-09-22

DOI: 10.17016/2380-7172.2081

Access Statistics for this paper

More papers in FEDS Notes from Board of Governors of the Federal Reserve System (U.S.) Contact information at EDIRC.
Bibliographic data for series maintained by Ryan Wolfslayer ; Keisha Fournillier ().

 
Page updated 2020-02-11
Handle: RePEc:fip:fedgfn:2017-09-22