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Fed's Waller: Balance sheet tapering could slow this year

Published 01/16/2024, 12:46 PM
Updated 01/16/2024, 12:52 PM
© Reuters. FILE PHOTO: The Federal Reserve building is seen in Washington, U.S., January 26, 2022. REUTERS/Joshua Roberts/File Photo

(Reuters) - Federal Reserve Governor Christopher Waller on Tuesday said it would be "reasonable" for the U.S. central bank to start thinking about slowing the pace of reductions to the Fed's balance sheet this year, but only for its Treasuries holdings.

"I would say sometime this year will be a reasonable thing to start thinking about" tapering the pace of the Fed's balance sheet runoff, capped at $60 billion monthly for Treasuries, and $35 billion monthly for mortgage-backed securities.

The reductions have been ongoing since 2022 and Fed holdings have shrunk to $7.7 trillion.

"Personally I don't think we need to taper the pace on MBS - we're not even hitting the cap," Waller said at a Brookings Institution event. "I'm all in favor of letting MBS kind of just continue to run off at the current pace, but Treasuries, we can start tapering that back and getting reserves to where we want them."

© Reuters. FILE PHOTO: The Federal Reserve building is seen in Washington, U.S., January 26, 2022. REUTERS/Joshua Roberts/File Photo

Investors are watching the decline in the Fed’s overnight reverse repo facility to gauge the liquidity in the system and as a signal for when the Fed will want to slow balance sheet reductions.

Waller said he believes the likely endpoint for draining reserves out of the system is probably around 10% to 11% of GDP, and "a good signal" for if reserves are starting to get too tight would be a surge in use of the Fed's standing repo facility. 

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