Post-trade Netting and Contagion
Published Online:7 Nov 2025https://doi.org/10.1287/opre.2021.0800
Volume 74, Issue 2
March-April 2026
Pages v-ix, 573-1152, iii-iv
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- Received:December 23, 2021
- Accepted:August 19, 2025
- Published Online:November 07, 2025
Copyright © 2025, INFORMS
Cite as
Luitgard Anna Maria Veraart, Yuliang Zhang (2025) Post-trade Netting and Contagion. Operations Research 74(2):667-681.
https://doi.org/10.1287/opre.2021.0800
Keywords
No empirical or simulated data were used in this paper. All data for the stylised examples are provided in the paper. The proofs of all theoretical results can be found in the e-companion.
The authors thank the editor, the associate editor, and the referees for their helpful comments and suggestions.
