Yuliang Zhang

London School of Economics & Political Science (LSE) - Department of Mathematics

Houghton Street

GB-London WC2A 2AE

United Kingdom

  • London School of Economics & Political Science (LSE) - Department of Mathematics

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A Macroprudential View on Portfolio Rebalancing and Compression

Number of pages: 68 Posted: 08 Jun 2021
Luitgard Anna Maria Veraart and Yuliang Zhang
London School of Economics & Political Science (LSE) - Department of Mathematics and London School of Economics & Political Science (LSE) - Department of Mathematics
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Abstract:

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Systemic risk, liquidity, post-trade risk reduction, portfolio rebalancing, portfolio compression, multilateral netting