Intraday risk: Difference between revisions
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imported>Doug Williamson (Add link.) |
imported>Doug Williamson (Add link.) |
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==See also== | ==See also== | ||
*[[Continuous linked settlement]] | |||
*[[Double duty]] | *[[Double duty]] | ||
*[[Liquidity]] | *[[Liquidity]] | ||
*[[Liquidity risk]] | *[[Liquidity risk]] | ||
Revision as of 16:26, 11 August 2016
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.
