Intraday liquidity: risk and regulation

Abstract

The views expressed in this paper are those of the authors, and are not necessarily those of the Bank of England. comments and suggestions. Any remaining errors are our own. Contents Introduction 3 1 Why intraday liquidity risk matters 4 1.1 Intraday liquidity and payment system risks 4 1.2 Intraday liquidity risk and stress scenarios 6 1.3 How are these risks managed at present? 8 Box 1 Stress scenarios 9 2 Intraday liquidity regulation 11 2.1 Intraday liquidity regulation 11 2.2 Systems and controls and monitoring requirements 11 2.3 Buffer requirements 11 3 Intraday liquidity regulation and double duty 12 3.1 Double duty 12 3.2 Intraday liquidity regulation and double duty 14

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Cite this paper

@inproceedings{Ball2011IntradayLR, title={Intraday liquidity: risk and regulation}, author={Alan Ball and Edward Denbee and Mark Jozsef Manning and Anne Wetherilt}, year={2011} }