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> Reserve requirements should be based on current market price or at least last quarter or last year, not purchase price.

This is the kind of thing you could get a Nobel prize for, if it was backed with data and people agreed with the conclusion.



Isn't the requirement already accounting for change in market value of "assets" in the quarterly balance sheet?


Apparently the MBS can be valued at their maturity price for the purposes of reserve requirements.


I completely agree, but not discounting the duration risk (which the big guys do and buy insurance for) and/or adjusting for expected inflation (kind of is the yield curve), and allowing banks (other than the Reserve Bank) to mark them to maturity assuming no inflation is pretty bogus.

Of course Bank of England had to bail out their pension funds for very similar reasons so it's not like this is something they're unaware of.

My guess is that come Monday they backstop all of this and only the shareholders of SVB get wiped out, sort of like the reverse of Bear Sterns (bailed out early) vs Lehman (allowed to fail). It's not "fair", it's just risk.




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