Concepedia

Collateral Rehypothecation

Collateral Rehypothecation is a financial practice whereby a collateral receiver obtains the legal right to re-pledge or reuse the collateral assets posted by a counterparty for its own purposes, thereby enabling the duplication of collateral within the securities financing market while retaining ownership title with the original pledgor.

18

Publications

783

Citations

22

Authors

29

Institutions

Publications per year

2017–2026

6

Variants

Collateral Reuse

Parents

Publications

18

ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS

Damiano Brigo, Agostino Capponi, Andrea Pallavicini · Mathematical Finance · 2012 · 163 citations

, , +10

The Sizable Role of Rehypothecation in the Shadow Banking System

Manmohan Singh · SSRN Electronic Journal · 2010 · 76 citations · Full text

, , +14

The (Sizable) Role of Rehypothecation in the Shadow Banking System

Manmohan Singh, James Aitken · IMF Working Paper · 2010 · 70 citations

, , +15

The (Sizable) Role of Rehypothecation in the Shadow Banking System

Manmohan Singh, James Aitken · SSRN Electronic Journal · 2010 · 68 citations · Full text

, , +15

Securities market theory: Possession, repo and rehypothecation

Jean-Marc Bottazzi, Jaime Luque, Mario Rui Páscoa · Journal of Economic Theory · 2011 · 67 citations

, , +11

1–5 of 18

Authors

22

  1. MS
    Manmohan Singh

    International Monetary Fund, United States

    6 publications · 286 citations

    6

    h-index

  2. JA
    James Aitken

    University of Surrey, United Kingdom

    5 publications · 210 citations

    5

    h-index

  3. SB
    Stefano Battiston

    University of Zurich, Switzerland

    2 publications · 34 citations

    2

    h-index

  4. DB
    Damiano Brigo

    Imperial College London, United Kingdom

    2 publications · 184 citations

    2

    h-index

  5. MN
    Mauro Napoletano

    Scuola Superiore Sant'Anna, Italy

    2 publications · 34 citations

    2

    h-index

1–5 of 22

Institutions

29

  1. International Monetary Fund

    Washington D.C., United States

    6 h-index

    6 publications

    286 citations

  2. SKEMA Business School

    Lille, France

    2 h-index

    2 publications

    34 citations

  3. Christian-Albrechts-Universität zu Kiel

    Kiel, Germany

    2 h-index

    3 publications

    56 citations

  4. University of Zurich

    Zurich, Switzerland

    2 h-index

    6 publications

    112 citations

  5. Federal Reserve

    Washington D.C., United States

    2 h-index

    4 publications

    130 citations

  6. University College London

    London, United Kingdom

    2 h-index

    3 publications

    56 citations

  7. Federal Reserve Board of Governors

    Washington D.C., United States

    2 h-index

    4 publications

    130 citations

  8. Scuola Superiore Sant'Anna

    Pisa, Italy

    2 h-index

    3 publications

    56 citations

1–8 of 29

Venues

  1. SSRN Electronic Journal

    Repository · 5 publications · 221 citations

    5

    h-index

  2. IMF Working Paper

    2 publications · 95 citations

    2

    h-index

  3. Journal of Financial Intermediation

    JFI · 2 publications · 59 citations

    2

    h-index

  4. Journal of Economic Theory

    JET · 1 publications · 67 citations

    1

    h-index

  5. Journal of Financial Stability

    1 publications · 12 citations

    1

    h-index

1–5