Intraday Liquidity

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  • Heterogeneity in the use of intraday liquidity sources in the large-value payment system

    Publicación |
    Abstract

    This document studies the sources of liquidity used by financial entities that participate in the large-value payment system to meet their daily obligations. For this purpose, we design and implement an algorithm that breaks down the cash unit of these entities into different concepts…

  • A dynamic approach to intraday liquidity needs

    Publicación |

    This paper presents a methodology to estimate the intraday liquidity that systemically important entities (SIE) need to fulfill all its obligations in a timely fashion, when a simulated failure-to-pay from its main liquidity supplier by discretionary concepts of payment occurs. Using the Bank of…