Monthly Archives: June 2014

26 Jun3 real-lfe lessons from the market on intraday liquidity and gross FX settlement.

Things are moving! There are new rules coming into effect on Jan 1 2015 about measuring intraday liquidity and on settlement risk for FX trades that settle gross. Several conversations with industry friends over the last two weeks have revealed what banks and regulators are thinking. Comments on the following would be very welcome. This […]

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21 JunIntraday Liquidity. A new charging model?

With new rules coming into effect on Jan 1 2015, this is the thirteenth in a series of posts on how banks and FI’s might adapt. The previous posts are available on the 3CAdvisory website, click here. In the transaction banking business, intraday liquidity is not something that has traditionally been charged for explicitly or […]

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14 JunIntraday Liquidity. The Nostros and Intraday Limits.

With new rules coming into effect on Jan 1 2015, this is the twelfth in a series of posts on how banks and FI’s might adapt. The Nostros that find that their business is being allocated high liquidity costs have one immediate weapon at their disposal. If they are being allocated costs based on intraday […]

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01 JunIntraday Liquidity. Just in Time Payments.

With new rules coming into effect on Jan 1 2015, this is the eleventh in a series of posts on how banks and FI’s might adapt. There is one further twist that the response to these regulatory changes might take. If an FI were indeed able to successfully integrate rap-time intra-day data back into its […]

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