A few days ago, Bloomberg published a report discussing MSCI Inc's stress testing of the contents of the US Federal Reserve's balance sheet.

Fed Faces Explaining Billion-Dollar Losses in QE Exit Stress - Bloomberg

MSCI report that the Fed could be facing losses totalling to $547 billion over three years if the macro environment
changes.
This would make the Fed technically bankrupt because losses at that level far exceeds the Fed's capital.

The Fed use MSCI to conduct stress tests on it's behalf - so what MSCI suggest about the Fed ought to be of concern.