Intraday risk: Difference between revisions
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imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Add abbreviation.) |
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==See also== | ==See also== | ||
*[[Continuous linked settlement]] (CLS) | |||
*[[Double duty]] | *[[Double duty]] | ||
*[[Liquidity]] | *[[Liquidity]] | ||
*[[Liquidity risk]] | *[[Liquidity risk]] | ||
[[Category:Financial_risk_management]] | |||
[[Category:Liquidity_management]] | |||
Latest revision as of 19:36, 26 June 2022
Intraday risk is a form of liquidity risk, arising within a working day.
It arises when payment outflows are required on a timely basis during the working day, to be made at a time before same day expected inflows have been received.
