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Macro & EconomicsIntermediate

Tapering

The gradual reduction in the pace of a central bank's asset purchases — a step toward tightening that precedes rate hikes and signals the end of QE.

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Tapering refers to a central bank gradually reducing the monthly volume of asset purchases under a QE program. Rather than an abrupt halt, tapering is a phased wind-down that signals the central bank is becoming more comfortable with the economic outlook and is moving toward tighter policy.

Tapering is a pivotal event because it is the first step away from accommodation and precedes rate hikes. The 2013 "Taper Tantrum" — when Fed Chair Bernanke merely suggested the possibility of tapering — caused a sharp selloff in bonds and EM assets, illustrating just how sensitive markets are to the announcement itself.

Example

In November 2021, the Fed announced it would reduce monthly asset purchases by $15B per meeting. Bond yields rose, the dollar strengthened, and EM equities underperformed as global dollar liquidity peaked.

#central-bank#macro#liquidity

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