A Decomposition of Balance Sheet Reduction

This note decomposes the Federal Reserve’s balance sheet reduction into passive factors (inflation, real GDP growth) and active reductions in securities holdings. It highlights that the 2022-2025 period saw a significantly larger active component (59% of the decline) compared to the 2014-2019 period (56% passive factors), reflecting accelerated policy normalization due to post-pandemic economic conditions and revised FOMC communications emphasizing a faster pace of balance sheet runoff.

https://www.federalreserve.gov/econres/notes/feds-notes/a-decomposition-of-balance-sheet-reduction-20260202.html

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