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As Customer A purchases the securities on margin, the dealer gains rehypothecation rights over the collateral posted in the amount of 140 percent of the margin loan, which is $700 of Security Q in this example.
In addition, proposed regulations to implement this provision of Dodd--Frank would forbid or attenuate the practice of rehypothecation, whereby the recipient of collateral can sell or otherwise use the collateral as if it were the recipient's property.
Derivative valuation is changing as a result of CSA and collateralization effects, including collateral substitution and rehypothecation, as well as funding value adjustment (FVA) and regulatory changes.
Rehypothecation means that there is a money velocity associated with the collateral.
Manmohan Singh and James Aitken (2010) argue that measures of repos are significantly larger when rehypothecation is taken into account.
principles, initially focusing on rehypothecation, a distortion whose
Huertas, director of the Financial Services Authority (FSA) in London, has shared his further concerns, as far as margining goes, with Risk magazine regarding the issues of rehypothecation, cross-margining, and the geographic and legal access to capital.
It will offer clients the full breadth of collateral services including: exposure monitoring, margin calling, collateral optimization and rehypothecation.
Deleveraging after Lehman: Evidence from Reduced Rehypothecation.
Third, it would have to be the case that the unintended consequences of Lehman's failure--such as the Reserve Primary Fund (a large money market fund with exposures to Lehman Brothers debt securities) "breaking the buck" and the resulting run on money market funds and the rehypothecation (12) and freezing of hedge fund assets at Lehman's UK prime brokerage unit--could have been identified a priori.
shares that are subject to rehypothecation in connection with the loan
It was rated the top performer in reporting, settlement, collateral selection, rehypothecation, breadth of coverage and dividend collection, and scored second in margin monitoring, fails handling, substitution and relationship management.
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