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Basel Committee issues consultative document on monitoring intraday liquidity management

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2012-07-03 11:12

The Basel Committee on Banking Supervision today issued for consultation Monitoring indicators for intraday liquidity management.rnrnIntraday liquidity can be defined as funds that are accessible during the business day, usually to enable financial institutions to make payments in real time. The proposed indicators published today will allow banking supervisors to monitor a bank’s intraday liquidity risk management and its ability to promptly meet payment and settlement obligations, both in normal times and in stressed scenarios. Over time, the indicators will also help supervisors gain a better understanding of banks’ payment and settlement behaviour and their management of intraday liquidity risk.rnrnA proposed monitoring framework is set out in the consultative paper and includes:rnrn the detailed design of the monitoring indicators for a bank’s intraday liquidity risk;rn stress scenarios;rn key application issues; andrn the reporting regime.rn

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