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Federal Reserve's liquidity program sees surge amid high Treasury yields

EditorRachael Rajan
Published 2023-09-15, 03:22 p/m
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The Bank Term Funding Program (BTFP), an emergency liquidity initiative by the Federal Reserve, witnessed a significant increase in borrowing from financial institutions this week, with figures rising by $138 million to nearly $108 billion. This surge occurred during a time when Treasury yields were nearing their peak levels for the year, suggesting a diminished appetite for government debt.

The BTFP was designed to offer additional liquidity to financial institutions during periods of economic stress. It provides loans of up to one year against collateral such as Treasurys, agency and mortgage-backed securities. The program is geared towards preventing financial institutions from hastily offloading securities and is accessible to federally insured banks, savings associations, credit unions, and U.S. branches of foreign banks.

The BTFP was introduced on March 12, in line with the closure of New York's Signature Bank (OTC:SBNY) by regulatory authorities. This action followed the collapse of California's Silicon Valley Bank two days earlier, which was triggered by a forced portfolio sale that resulted in a loss of approximately $1.8 billion.

The consistent rise in the usage of the BTFP facility can be ascribed to its appeal as an attractive financing option compared to the Fed's discount window. While this increase in borrowing indicates a heightened need for liquidity among banks, it does not necessarily signal new problems within the banking system. Instead, it mirrors the current situation where maintaining deposits is becoming more expensive and banks are striving to manage these costs.

Last Friday, market observers were awaiting this Wednesday's policy announcement from the Federal Reserve. Treasury yields across three- to 30-year terms experienced slight increases in afternoon trading while all three major U.S. stock indexes recorded declines.

This article was generated with the support of AI and reviewed by an editor. For more information see our T&C.

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