(19)For the purposes of measuring intraday credit risk, CSD-banking service providers should be in a position to anticipate peak exposures for the day. This should not require a forecast of the exact number but should identify trends in those intraday exposures. This is further supported by the reference to ‘anticipate peak exposures’ also in Basel Committee on Banking Supervision standards 7 .
Recital 19
- 7 Basel Committee on Banking Supervision ‘Monitoring tools for intraday liquidity management’ April 2013 ↩