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Fed’s QT surge could threaten market liquidity, says macro strategist Tchir

The runoff from the Federal Reserve’s balance sheet is expected to accelerate in the coming months, and if quantitative tightening has had as much impact as quantitative easing over the past two years, risky assets are not taken into account, according to Peter Tchir, head of macro strategy at Academy Securities.

“What I find most difficult to talk about is if you go back to last summer when the Fed insisted on doing QE, they kept talking about market liquidity as a reason to do QE,” Tchir said Monday on Bloomberg Surveillance. “I can guarantee you that market liquidity, especially in Treasuries, is much worse now than it was last summer.”

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