I’ve mentioned before that its hard to see how the Financial Sector is making money off the taxpayer from the various bailouts when you consider that the taxpayer is taking home a hefty profit.
I always felt that TARP gave the banks too generous of a deal, but that’s different than actually paying them taxpayer money. As I have said unpolitely in the past, when you have someone by the ball, you squeeze. That is to say – Garett Jones style concerns notwithstanding – I would have made every attempt to take the financial sector for everything it was worth.
Not that I have anything against them, but when there is money on the table its always better that you walk away with it than the other guys. If you want to throw him a bone later fine, but in the first showdown you take your counterpart for every single penny you can.
However, some people have still raise the issue of interest on reserves. Isn’t that a give away. Nope, its actually wildly profitable to the tune of $80 Billion a year currently.
Jim Hamilton explains
The Fed is currently paying banks 0.25% interest on those reserves, and is collecting an average interest rate of 4% on its long-term securities. That netted the Fed a healthy profit of $80 billion in 2010, which it returned to the U.S. Treasury. In effect, the Fed is borrowing short and lending long, making a huge profit on the difference, and handing it back to the Treasury.
Doesn’t the Fed face interest rate risk. I’ve always felt that looking at the numbers at the likely path of monetary policy the answer was no. On one level the Fed’s interest rate risk is simply self-imposed since it both controls monetary policy and as far as I know has no requirement to hold a positive capital balance.
That is if the Fed is at any point insolvent, then so what? Financial institutions go down not because they are insolvent but because they are illiquid. You can’t be illiquid when you have the printing press. You just hum along in insolvency making profit on normal operations until you recapitalize yourself.
Hamilton notes specifically that interest rates would have to rise to 7% before the Fed even started losing money and it has capital to burn.
A recent article by Glenn Rudebusch of the Federal Reserve Bank of San Francisco notes that the risk is substantially less than the simple “borrow short, lend long” interpretation might suggest. The reason is that $1 trillion of the Fed’s liabilities take the form of currency in circulation, which you can think of as funds the Fed has permanently “borrowed” at 0% interest. Rudebusch calculates that the interest rate on reserves would have to rise to 7% in order for the Fed not to earn a positive cash flow on its current portfolio, once you factor in the benefit to the Fed from the fact that a good fraction of its liabilities require no interest payments
Further, the fraction of liabilities as currency will presumably rise as time goes on, thus further insolating the Fed from interest rate risk.
There may be some way you can get out the notion that the financial sector is leeching off the rest of the tax payer but I just don’t see it. There are just enormous profits to be made in this sector and indeed the taxpayer is making many of them.
Why there are enormous profits is the question. Why doesn’t competition drive profits to zero?

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Wednesday ~ April 13th, 2011 at 5:05 pm
Andy Harless
Taxpayers are not making a profit on the spread between IOR and T-notes, because they are paying the interest on the T-notes with one hand even as they receive it with the other. You have to look at the margin between the IOR rate and the marginal financing rate for the Treasury, which is the short-term T-bill rate. And when you look at that, it’s clear that taxpayers are taking a loss on IOR (which is not to say that it’s necessarily a bad idea, but there is a net cost to taxpayers).
QE2 is basically a shortening of the maturity of government debt by replacing longer-term Treasury debt with shorter-term Federal Reserve debt (bank reserves). It carries with it all the risk that is involved in shortening the maturity of ones obligations. It may not be a large risk, but it’s one the Treasury chose not to take. Revealed preference tells us that, on the margin, the Treasury values that risk at the difference between its long-term and short-term interest rates. The Fed is taking the same risk and being under-compensated for it compared to how the Treasury valued the risk.
Again, there are valid arguments for continuing to pay IOR, but as far as first-round effects go, it is unambiguously a transfer from the public to the banking sector.
Wednesday ~ April 13th, 2011 at 6:51 pm
Karl Smith
For QE2 you have a point – though still it depends on what the Treasuries actual marginal financing instrument is.
However, I was referring to the over $1T in MBS the Fed is holding.
Wednesday ~ April 13th, 2011 at 9:07 pm
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Wednesday ~ April 13th, 2011 at 9:08 pm
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Thursday ~ April 14th, 2011 at 8:34 am
Robert Waldmann
Excellent post. I’d make one claim a bit stronger — the Fed can’t be insolvent, because its liabilities are fiat money which it can print. Current Fed liabilities can, in theory, become value-less (a hyper inflation) but it can’t go broke, because it makes no promises that it can break.
The risk if the Fed loses on its bets is that the supply of high powered money will expand automatically — that is if the economy tanks monetary policy will be automatically expansionary. I think this is a feature not a bug, because it is an automatic stabiliser.
I’d note that the Treasury can do much of this directly. QE2 is replacing 7 year notes with money. The Treasury could just stop issuing long term debt and finance itself with T-bills which are, at the moment, perfect substitutes for Fed liabilities. Why not ? I think the Treasury can do this without congressional authorization.
It is very true that, justified anger at bankers for paying each other huge sums to destroy the economy, makes people unwilling to face that fact that TARP bank bailout and TALF etc were profitable.
So what is the origin do the huge profits of the financial sector ? They separate fools and their money. If investors (including especially trustees of pension funds) ever believed the efficient markets hypothesis or even just that they personally couldn’t beat the market, the financial services sector would shrink. If investors bought and held the market, there would be no way for financial firms to make huge profits — no huge fees and no counterparties for highly profitable trades.
We should blame ourselves and not our public servants.
Of course I agree Paulson should have driven a tougher deal. He did a great job and save the world economy, but he had a huge honking conflict of interests and it shows. I’d give him a pass, since we already had one great depression and it wasn’t fun.
Thursday ~ April 14th, 2011 at 10:56 am
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Thursday ~ April 14th, 2011 at 3:42 pm
Wonks Anonymous
“Why there are enormous profits is the question. Why doesn’t competition drive profits to zero? ”
Half Sigma thinks the existence of profit is proof that an industry is uncompetitive and “transfering” value rather than creating it. In finance he claims there is a “gentleman’s agreement” not to compete on price.
http://www.halfsigma.com/2010/12/free-markets.html