Chapter 17 Tools of Monetary Policy The Market for Reserves and the Fed Funds Rate Demand Curve for Reserves 1. R = RR + ER 2. i opportunity cost of ER, ER 3. Demand curve slopes down Supply Curve for Reserves (two parts) 1. If iff is below id, then discount borrowing, Rs = Rn 2. Supply curve flat (infinitely elastic) at id because as iff starts to go above id, banks borrow more at id Market Equilibrium Rd = Rs at i*ff © 2004 Pearson Addison-Wesley. All rights reserved 17-2 Definitions • Federal funds rate (or interbank rate): the interest rate on overnight loans to reserves from on bank to another, iff. • Id: discount rate • Rn: nonborrowed reserves © 2004 Pearson Addison-Wesley. All rights reserved 17-3 Supply and Demand for Reserves © 2004 Pearson Addison-Wesley. All rights reserved 17-4 Response to Open Market Operations Open Market Purchase Nonborrowed reserves, Rn, and shifts supply curve to right Rs2: i to i2ff © 2004 Pearson Addison-Wesley. All rights reserved 17-5 Response to a Change in the Discount Rate (a) No discount lending Lower Discount Rate Horizontal to section and supply curve just shortens, iff stays same (b) Some discount lending Lower Discount Rate Horizontal section , iff to i2ff = i2d 17-6 Response to Change in Required Reserves Required reserve Requirement Demand for reserves , Rs shifts right and iff to i2ff © 2004 Pearson Addison-Wesley. All rights reserved 17-7 Open Market Operations 2 Types 1. Dynamic: Meant to change MB 2. Defensive: Meant to offset other factors affecting MB, typically uses repos (and reverse repo). Repurchase agreement: the Fed purchases securities with an agreement that the seller will repurchase them in a short period of time (1 to 15 days). A temporary OMO. © 2004 Pearson Addison-Wesley. All rights reserved 17-8 Open Market Operations Advantages of Open Market Operations 1.Fed has complete control 2.Flexible (to any extend) and precise 3.Easily reversed 4.Implemented quickly (involve no adminstrative delays) © 2004 Pearson Addison-Wesley. All rights reserved 17-9 Discount Loans 3 Types 1. Primary Credit : standing lending facility, for healthy banks; usually 100 basis points (one percentage point) higher than the federal funds rate target. (see graph) 2. Secondary Credit: for banks that are in financial trouble and experiencing sever liquidity problems; 50 basis points above the discount rate 3. Seasonal Credit: to meet the needs of a limited number of small banks in vacation and agricultural areas that have seasonal pattern of deposit. © 2004 Pearson Addison-Wesley. All rights reserved 17-10 How Primary Credit Facility Puts Ceiling on iff Rightward shift of Rs to Rs2 moves equilibrium to point 2 where i2ff = id and discount lending rises from zero to DL2 17-11 Discount Loans Lender of Last Resort Function 1. To prevent banking panics FDIC (Federal Deposit Insurance Corporation) fund not big enough Example: Continental Illinois (1984) 2. To prevent nonbank financial panics Examples: 1987 stock market crash and September 11 terrorist incident © 2004 Pearson Addison-Wesley. All rights reserved 17-12 Discount Policy Advantages 1. Lender of Last Resort Role cost: moral hazard problem; too big to fail Disadvantages 1. Fluctuations in discount loans cause unintended fluctuations in money supply 2. Not fully controlled by Fed © 2004 Pearson Addison-Wesley. All rights reserved 17-13 Reserve Requirements (rarely used) Advantages 1.Powerful effect Disadvantages 1.Small changes have very large effect on Ms 2.Raising causes liquidity problems for banks 3.Frequent changes cause uncertainty for banks 4.Tax on banks © 2004 Pearson Addison-Wesley. All rights reserved 17-14