Roberto Perli on the Past, Present, and Future of the Fed’s Balance Sheet

罗伯托·珀利 (Roberto Perli) 谈美联储资产负债表的过去、现在和未来

Macro Musings with David Beckworth

教育

2024-05-20

50 分钟
PDF

单集简介 ...

Roberto Perli is the manager of the System Open Market Account (SOMA) and a senior leader in the New York Fed’s Markets Group. In his role, Roberto is responsible for implementing monetary policy at the direction of the Federal Open Market Committee (FOMC). Roberto is also a returning guest to the podcast, and he rejoins Macro Musings to talk about a recent speech he made titled, *Balance Sheet Reduction: Progress to Date and a Look Ahead.* Specifically, David and Roberto discuss the Fed’s recent balance sheet activities, the basics and functionality of the overnight reverse repo facility, the importance of slowing down the Fed’s balance sheet runoff, and much more.   Transcript for this week’s episode.   Roberto’s NY Fed profile Roberto’s Twitter: @R_Perli   David Beckworth’s Twitter: @DavidBeckworth Follow us on Twitter: @Macro_Musings   Check out our new AI chatbot: the Macro Musebot! Join the new Macro Musings Discord server!   Join the Macro Musings mailing list! Check out our Macro Musings merch!   Related Links:   *Balance Sheet Reduction: Progress to Date and a Look Ahead* - Remarks by Roberto Perli at the 2024 Annual Primary Dealer Meeting, Federal Reserve Bank of New York   Timestamps:   (00:00:00) – Intro   (00:04:49) – Breaking Down the Role of SOMA Manager   (00:08:43) – Recapping the Fed’s Balance Sheet Activities   (00:11:04) – How to Think About Quantitative Tightening   (00:13:19) – Breaking Down the Overnight Reverse Repo Facility   (00:20:42) – Slowing Down the Runoff and the Future of QT   (00:26:48) – How to Determine the Critical Level of Reserves   (00:33:03) – The Structural Demand for Bank Reserves Over Time   (00:38:55) – The Advantages of the Floor Operating System   (00:47:49) – Reserve Supply Focus Moving Forward   (00:49:44) – Outro
更多

单集文稿 ...

  • Welcome to Macro musings, where each week we pull back the curtain and take a closer look at the most important macroeconomic issues of the past, present and future.

  • I am your host, David Beckwourth, a senior research fellow at the Mercator center at George Mason University.

  • And I'm glad you decided to join us.

  • Our guest today is Roberto Perley.

  • Roberto is the manager of the System Open market account, or SoMA, and a senior leader in the New York Fed's market group.

  • In his role, Roberto is responsible for implementing monetary policy at the direction of the Federal Open Market Committee, or FOMC.

  • Roberto joins us today to discuss a recent speech he made that is titled Balance Sheet Reduction, progress to date and a look ahead.

  • Roberto, welcome back to the show.

  • David, thank you.

  • Thank you very much.

  • It's a great pleasure to be here.

  • To be back actually after what, three years, I think.

  • Yes.

  • Last time you rejoined us, it was October 2020.

  • A very different conversation than we'll have today.

  • Back then, fate had just been introduced.

  • We were talking about it.

  • I think we talked about how it was similar to temporary price level targeting and some of the issues surrounding it.

  • I think I back then was promoting nominal GDP targeting, but that's not our conversation today.

  • Today we're going to talk about Fed's balance sheet, its runoff plans and the big announcement that came out the last FOMC meeting and your role, your role in all of this as the Soma manager.