Intra Day Liquidity Course


The Aim of this one day course is to provide Middle Office, Risk and Treasury Dealing staff with a practical grasp of the changes in the intraday Liquidity risk landscape and position management requirements in the context of the new B3 and its implications on a CHAPS member Bank.


Participants will, by the end of the course, be able to

  • Demonstrate an understanding IDL & Risk.
  • Apply how new B3 regulations will impact IDL management.
  • Explain how the process of managing IDL vs. payment flows and position monitoring. .
  • Explain the benefits of efficient IDL Management
  • Reflect on the practical examples and exercises covered.



We propose to deliver the course agenda included within this document, on your premises between 09.30 and 16.30 with one trainer delivering the course as instructor. The key concepts, learning points and calculations are explained through instructor led teaching, with consolidation by individual and group exercises and case studies.


Course Agenda

Morning Session

1. Brief overview of Basel Accord (in particular Basel 3)

2. Introduction to Intra Day Liquidity Risk

3. Overview of payment systems

4. Case study – reporting intra-day payment flows under Basel 3

5. Disclosure requirements under Basel Accord

6. Central Bank – Reserve account and averaging process

Afternoon Session

7. Bank of England 2007 reforms on Real Time Gross Settlement

8. Impact that Reserve Averaging has on the way that banks fund their trades

9. Overview of opportunity cost of collateral

10. Strategy for minimising liquidity compliance costs

11. Framework for the Bank of England Operations in the Sterling market

12. Case study - currency payment instructions

13. Practical Issues