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QTTier 1 · The Central Bank

Quantitative tightening

The reverse of QE — shrinking the central bank's balance sheet, usually by letting bonds mature without reinvesting, which destroys reserves.

Also called: balance sheet runoff, balance sheet normalisation.

Runoff is passive. When a bond the central bank holds matures, the issuer repays and the central bank simply does not buy a replacement. The asset disappears from one side of the sheet and reserves disappear from the other.

That makes QT slower and less controllable than QE. The pace is set by the maturity profile of what is held and by any monthly cap, not by a decision taken meeting to meeting.

The binding question is where reserve scarcity begins. Nobody knows the level in advance, and overshooting it shows up first as strain in repo markets — as the US discovered in September 2019.

The mechanics

Central bank
Assets: bonds down at maturity. Liabilities: reserves down by the same amount.
Interacts with
The Treasury account and ON RRP balances, which move reserves independently.
Warning sign
Repo rates printing persistently above the administered floor.

The common misreading

That QT is simply QE run backwards at the same speed and with the same effect. Purchases are chosen; runoff is inherited from a maturity schedule, and its impact lands unevenly across markets.

Primary sources

Post it yourself

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