
Explanation:
Total payments (along with total receipts) is a basic metric used for tracking and understanding gross intraday flows. The other options (client intraday credit usage, intraday credit relative to tier 1 capital, and daily maximum intraday liquidity usage) are metrics specifically designed for quantifying and monitoring actual intraday liquidity risk levels.
Ultimate access to all questions.
No comments yet.
20.8.3. Each of the following is a measure for quantifying and/or monitoring risk levels EXCEPT which is a measure for understanding intraday flows?
A
Total payments
B
Client intraday credit usage
C
Intraday credit relative to tier 1 capital
D
Daily maximum intraday liquidity usage