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Intraday Liquidity. How regulators will measure from 2015

The BCBS guidelines are titled “Monitoring Tools for intraday liquidity management”.  The title is disingenuous; from the perspective of the banks they are not tools, they are KPI’s or KPI’s. Key Risk or Performance Indicators. And, they are a measure of credit taken and credit given. The more you either take or give, the more likely […]

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Intraday Liquidity Management – The new, old thing

  Liquidity in banks is like water in a big city; people assume that when they turn on the tap it is there. The banking world is now a year away from a major change in how it has to measure its intraday liquidity usage. How it responds matters, to the tune of millions in […]

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