Discussion Paper

SOMA's Unrealized Loss: What Does it Mean?


Abstract: This note discusses the various valuation measures of the Fed’s securities holdings, what these values mean, and the expected evolution of the value of the SOMA portfolio.

https://doi.org/10.17016/2380-7172.2234

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Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: FEDS Notes

Publication Date: 2018-08-13

Number: 2018-08-13-2