Intraday risk: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson
(Add link.)
imported>Doug Williamson
(Add link.)
Line 5: Line 5:


==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.


See also