Intraday liquidity
FRM Part 2 glossary · Liquidity & Treasury Risk
Definition
Capacity to meet payment and settlement obligations at the required times during the business day.
Intraday liquidity in plain English
A bank may satisfy a 30-day LCR and still fail before noon if collateral or payment flows are mistimed. Monitoring therefore includes throughput, time-critical payments, and available intraday credit.
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