Discussion Paper

Repo Markets and the Fed's Balance Sheet: Implications for Monetary Policy Implementation


Abstract: As the Federal Reserve (Fed) navigates periods of balance sheet expansion and reduction, it has become increasingly important to understand how changes in the size and composition of Fed assets affect short-term funding markets. The overnight Treasury repo market is central to this relationship since it is a transmission channel through which balance sheet policy can affect money market conditions and, ultimately, the Fed's policy rate, the effective federal funds rate (EFFR).

https://doi.org/10.17016/2380-7172.4069

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Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: FEDS Notes

Publication Date: 2026-08-26

Number: 2026-08-26-2