SFM Interview: reusing collateral has a trade-off in QE-fueled repo markets, what about QT?

We recently came across an interesting research paper that scrutinized collateral reuse amid quantitative easing (QE)-induced scarcity in the German repo market. We speak with Emanuel Moench, professor of Financial and Monetary Economics at the Frankfurt School of Finance and Management, about what the research says on collateral rehypothecation and got some insight on what it implies for a quantitative tightening (QT) cycle.
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