Dealer Balance Sheet Capacity and Market Liquidity During the 2013 Selloff in Fixed Income Markets

Posted: 17 Dec 2013

See all articles by Tobias Adrian

Tobias Adrian

International Monetary Fund

Michael J. Fleming

Federal Reserve Bank of New York

Jonathan E. Goldberg

Board of Governors of the Federal Reserve System

Morgan Lewis

Federal Reserve Banks - Federal Reserve Bank of New York

Fabio M. Natalucci

U.S. Federal Reserve Board - Division of Monetary Affairs

Jason Wu

Hong Kong Monetary Authority

Date Written: October 16, 2013

Abstract

Long-term interest rates hit record-low levels in 2012 but have since increased substantially.

Suggested Citation

Adrian, Tobias and Fleming, Michael J. and Goldberg, Jonathan E. and Lewis, Morgan and Natalucci, Fabio Massimo and Wu, Jason, Dealer Balance Sheet Capacity and Market Liquidity During the 2013 Selloff in Fixed Income Markets (October 16, 2013). FEDS Notes No. 2013-10-16 https://doi.org/10.17016/2380-7172.0004, Available at SSRN: https://ssrn.com/abstract=3750818

Tobias Adrian (Contact Author)

International Monetary Fund ( email )

700 19th Street, N.W.
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United States

HOME PAGE: http://www.tobiasadrian.com

Michael J. Fleming

Federal Reserve Bank of New York ( email )

33 Liberty Street
New York, NY 10045
United States
212-720-6372 (Phone)
212-720-1582 (Fax)

HOME PAGE: http://www.newyorkfed.org/research/economists/fleming/

Jonathan E. Goldberg

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

HOME PAGE: http://sites.google.com/view/jonathangoldberg/home

Morgan Lewis

Federal Reserve Banks - Federal Reserve Bank of New York ( email )

33 Liberty Street
New York, NY 10045
United States

Fabio Massimo Natalucci

U.S. Federal Reserve Board - Division of Monetary Affairs ( email )

20th and C Street, N.W.
Washington, DC 20551
United States
202-452-3052 (Phone)
202-736-5638 (Fax)

Jason Wu

Hong Kong Monetary Authority ( email )

3 Garden Road, 30th Floor
Hong Kong
Hong Kong

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