One of the major cash management topics for 2015 concerns intraday liquidity management and in particular new intraday liquidity reporting requirements. The latter complements the Basel III regulations pertaining to the liquidity coverage ratio and the net stable funding ratio requiring banks to hold high-quality liquid assets in order to better safeguard themselves against external shocks and stress scenarios for a period of 30 days and one year, respectively.
Here, Christian Goerlach, global head of financial institutions balance sheet and liquidity at Deutsche Bank, outlines how the industry is progressing on this topic, what the regulators are ultimately trying to achieve, the complexities entailed for banks and how they are collaborating to ensure implementation gets introduced in the best interests of all parties involved.
