Menu

When Does Portfolio Compression Reduce Systemic Risk?

In the U.S. and Europe, there is a post-trading netting mechanism that can potentially mitigate the risk of events that trigger severe market instability. However, while so-called portfolio compression can reduce systemic risk, it can also lead to defaults, writes Luitgard Anna Maria Veraart.

November 29, 2021

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals