The highlights:
“An industry-wide collaborative approach to developing better business practices around intraday cash positions in particular can complement the work at an individual bank level and ensure more consistency in implementation – reducing costs and improving efficiencies.”
The survey found that there is a lack of:
— A view on intraday cash position across currencies (93%)
— Ready-made liquidity risk analytics and business intelligence (91%)
— Advanced interactive cash and collateral management functionalities within payments infrastructures (89%)
— An ability to build predictive positions (88%)
— An intraday view of unencumbered collateral positions including margin calls (88%)
— An ability to manage and report liquidity positions at a firm-wide level (82%)
More at http://www.swift.com/dsp/resources/documents/WP_managing_liquidity_risk.pdf