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BAFT Publishes Industry Briefing: Intraday Liquidity Management in Europe

by BAFT Admin | May 31, 2019
The BAFT Europe Council Intraday Liquidity Working Group today released an Industry Briefing on Intraday Liquidity Management in Europe.

The BAFT Europe Council Intraday Liquidity Working Group today released an Industry Briefing on Intraday Liquidity Management in Europe. The working group, led by Sandra Laielli van Scherpenzeel at UBS Switzerland AG, formed in September 2017 to examine the increasing importance of intraday liquidity in the daily routine of transaction bankers.

Working Group members, in conjunction with FImetrix, surveyed banks in Europe in order to assess how they had reacted to the market and regulatory pressure of monitoring and reporting on intraday liquidity positions. The survey focused on five key areas:

  • Management of intraday liquidity lines and facilities
  • Charging for intraday liquidity usage and related services
  • Current and future usage of liquidity monitoring tools
  • Investments in liquidity monitoring and forecasting
  • Deposit management

Working Group members reviewed the survey findings in detail and added the expertise of their financial institutions to the analysis to provide a more granular interpretation of the survey findings in a meaningful market context. The survey results, subsequent dialogue among Working Group members and the broader BAFT Europe Council are captured in the Industry Briefing.

The Industry Briefing is available for all BAFT members and can be found in the Library of Documents under White Papers.