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The Architecture of Next-Generation Intraday Liquidity Risk Management
The financial crisis of 2007—2008, and the sustained volatility and spikes in systemic liquidity risk in the years since, have led both banking supervisors and major global banks to explore a range of avenues by which to address the emerging challenge of intraday liquidity risk.
This paper explores potential risk solutions to this challenge, establishing the historic context of liquidity risk management and the specific business problem of intraday liquidity risk. It must be acknowledged that the development of these new risk architectures and technologies requires both considerable practical experience in the implementation of enterprise risk systems.