Monitoring indicators for intraday liquidity management - consultative document
Basel Committee, July 2012
Intraday 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 Basel Committee's proposed Monitoring indicators for intraday liquidity management
are intended to allow banking supervisors to monitor a bank's intraday
liquidity risk management. Over time, the indicators will also help
supervisors to gain a better understanding of banks' payment and
settlement behaviour and their management of intraday liquidity risk.
The Basel Committee welcomes comments on this consultative document.
Comments should be submitted by Friday 14 September 2012 by e-mail to: baselcommittee@bis.org.
Alternatively, comments may be sent by post to the Secretariat of the
Basel Committee on Banking Supervision, Bank for International
Settlements, CH-4002 Basel, Switzerland. All comments may be published
on the website of the Bank for International Settlements unless a
comment contributor specifically requests confidential treatment.