Underpriced Repo Risks May Push Fed Toward QE4, Pozsar Says

  • Year-end period ‘shaping up to be the worst in recent memory’
  • Credit Suisse analyst says ‘reserves are still insufficient’

The Marriner S. Eccles Federal Reserve building in Washington, D.C.

Photographer: Andrew Harrer/Bloomberg
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Funding markets are underpricing the risk of renewed turmoil at year-end and the Federal Reserve may be forced to embark on a fresh round of quantitative easing to relax constraints.

That’s the view of Credit Suisse analyst Zoltan Pozsar, who said in a note Monday that the upcoming year-end is “shaping up to be the worst in recent memory.”