行内人士分析美联储加息将承受账面损失400亿
关键字:行内人士分析美联储加息将承受账面损失400亿
彭博分析显示,目标利率若调升25个基点,美联储持有的美国国债帐面恐损失400亿美元。
名目损失的金额相当于美联储持有的2.35万亿美元美国公债的1.69%;此计算是依据美国收益率曲线也同样上升25个基点的假设。
根据纽约联邦储备银行数据,并利用美债面值,投资组合的债券期限修改为6.75年。
联邦储备银行的会计手册称,公开收购的政府公债不认列未实现获利或亏损;发言人Joe Pavel不愿对此置评。
野村研究驻东京研究员TetsuyaInoue说,虽然潜在的帐面损失不太可能引发美元卖压,但是可能被有些国会议员用来大做文章,批评美联储的货币政策。
本文来源: 大田环球贵金属
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