Netting and Novation in Repo Networks with Rehypothecation - Agent-Based Computational Model

Explore an insightful 21-minute conference talk by Matheus Grasselli from McMaster University, delving into the intricacies of netting and novation in repo networks with rehypothecation. Gain valuable knowledge through an agent-based computational model approach, presented at the Fields Institute as part of their Complex Networks series. Discover how these financial mechanisms impact the stability and dynamics of repo markets, and understand the implications for risk management and regulatory policies in the financial sector.

Netting and Novation in Repo Networks with Rehypothecation: An Agent Based Computational Model