Tuesday, November 5, 2024

The New Zealand Treasury began making payments to offset QE losses

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New Zealand’s Treasury Department has begun making payments to the Reserve Bank to cover losses on bonds bought by banks during its quantitative easing program in 2020 and 2021.

Monthly payments of NZ$150 million to NZ$200 million ($125 million) are likely to begin in May and continue until the end of 2027, according to a Treasury report dated April 13. The document was published in Wellington on Tuesday after the New Zealand Herald.

The government paid compensation for the so-called large-scale asset purchase program for the Rbnz, which grew to NZ$53.5bn before QE ended in July last year. As interest rates rose, government liabilities rose to NZ$8.8 billion, according to central bank data.

Starting this month, the Rbnz began selling Treasury bonds at a rate of NZ$5bn per fiscal year. The Rbnz will sell half of its bonds to the Treasury and the other half (short-term debt) will not be reinvested at maturity.

Under the compensation terms, the Treasury will have to make payments to offset the decline in Rbnz’s net interest income and also reflect losses when the bonds are sold, the report said.

“The amount that the Treasury pays each month depends on the interest rates at the time of the transaction and the bonds that the Rbnz sells,” the Treasury said. “Further increases in interest rates or a faster reduction in Lsap would require larger payments to cover the RBNZ’s losses.”

If Rbnz decides to sell NZ$5bn worth of bonds each financial year, payouts will be higher than forecast, the report said.

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