Collateral Unchained: Rehypothecation networks, concentration and systemic effects

Duc Thi Luu (1) , Mauro Napoletano (2, 3, 4, 5) , Paolo Barucca (6, 7) , Stefano Battiston (7)

1 CAU - Christian-Albrechts-Universität zu Kiel = Christian-Albrechts University of Kiel = Université Christian-Albrechts de Kiel
2 GREDEG - Groupe de Recherche en Droit, Economie et Gestion
3 OFCE - Observatoire français des conjonctures économiques (Sciences Po)
4 SSSUP - Scuola Universitaria Superiore Sant'Anna [Pisa]
5 SKEMA Business School
6 UCL - University College of London [London]
7 UZH - Universität Zürich [Zürich] = University of Zurich

Domaines: Sciences de l'Homme et Société; Economies et finances

Duc Thi Luu, Mauro Napoletano, Paolo Barucca, Stefano Battiston. Collateral Unchained: Rehypothecation networks, concentration and systemic effects. Journal of Financial Stability, 2021, 52, pp.100811. ⟨10.1016/j.jfs.2020.100811⟩. ⟨halshs-03046219⟩