美联储资产负债表的利率风险分析，第二部分:在不同利率路径下的预测

FEDS Notes Pub Date : 2022-07-01 DOI:10.17016/2380-7172.3174

A. Anderson, Philippa Marks, Dave Na, Bernd Schlusche, Zeynep Senyuz

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引用次数: 3

摘要

正如本系列文章的第一篇所讨论的，美联储(Fed)的净收入及其向美国财政部的汇款，以及系统公开市场账户(SOMA)投资组合的未实现损益头寸，都受到利率波动的影响。美联储需要迅速提高政策利率以应对通胀压力，预计这将导致美联储的净收入暂时变为负值。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 2: Projections under Alternative Interest Rate Paths

As discussed in the first note of this two-note series, net income of the Federal Reserve (Fed) and its remittances to the U.S. Treasury along with the unrealized gain or loss position of the System Open Market Account (SOMA) portfolio are affected by fluctuations in interest rates. The need for the Fed to increase the policy rate expeditiously to address the inflationary pressures is projected to result in the Fed's net income turning negative temporarily.

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FEDS Notes

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