FEDERAL MONETARY & FISCAL POLICY WORKING GROUP • SPECIAL DISPATCH
LIVE TRANSMISSION ENGINE ACTIVE
REFERENCE CODE: BST-WSH-2026

Price of Money: The Bessent vs Warsh Divergence

A macro transmission laboratory modeling Treasury debt optimization versus central bank balance sheet discipline.

Macroeconomic Policy Scenarios:
100% Fed Independence (Warsh) 100% Treasury Issuance Primacy (Bessent)
10-Year Benchmark Yield
4.42% +0 bps
Baseline 4.42% • Sovereign discount anchor
Term Premium (10Y ACM)
+38 bps Nominal
Duration risk compensation
2Y Expected CPI Inflation
2.45% Target Range
Supply shocks vs demand liquidity
Annual Debt Service / GDP
3.58% $1.02T Annualized
Treasury interest burden sensitivity
Institutional Tension: Moderate Coordination Equilibrium
Federal Reserve policy rate guidance and Treasury quarterly refunding announcements remain roughly synchronized, with negligible repo spillovers.
Friction Index
34 / 100

US Treasury Term Structure Simulation

Baseline Structure
Simulated Curve
2Y-10Y: +14 bps (Normal)

Real-Time Transmission Circuit

Visualizing liquidity propagation from primary dealers to repo, mortgages, and commercial credit.

Flow Active

Analytical Dossier: Clash of Two Economic Visions

STATUTORY MANDATES & MARKET MECHANICS

Scott Bessent: The Supply-Side & Sovereign Issuance Model

"We can finance the American revival by matching debt maturities to market appetites while deregulation and energy independence expand the supply side to tame inflation."
  • Debt Refunding Leverage: Uses the Treasury’s Quarterly Refunding Process (QRA) to tilt toward sub-1-year T-bills, bypassing high long-term yields and keeping benchmark borrowing costs manageable.
  • Supply-Driven Disinflation: Believes monetary tightening crushes productive investment; disinflation must instead come from energy production, regulatory relief, and capital formation.
  • Primary Risk: Short-term rollover risk ("refinancing cliff") and potential inflation if excessive bill issuance functions as unbacked monetary expansion.