The Corporate Banking team was faced with regular intraday mismatches between available funds and large value payments to make, usually to local suppliers of ‘well known brands’. The relationship with the affected large corporates was becoming stressed. This was a particular issue of concern in a number of less liquid non-Euro currencies in Eastern Europe

DESIRED OUTCOMES: The Client urgently needed the following:

A rapid way of analysing the daily & weekly peaks and troughs of intraday liquidity flows in the three most concerning currencies and in particular:

  • To better understand the challenges/opportunities & dynamics in each currency
  • To quantify the cost/value of inefficient liquidity deployment
  • To model changes in flow timing (and associated behaviours)
  • To revise intraday processes to capture & sustain efficiency gains
  • Devise a regular way of reporting on such data so that relevant Corporate Treasurers and bank staff were able to share visual output to inform key decisions


Engaged closely with internal client specialists to understand the dimensions of the problem, train & license key personnel on use of the Intraday Liquidity Simulator (ILS) & agree prioritised early actions. Working with a small sample of accounts, Intraday Insights top sliced the payments data in the three critical currencies to identify:

  • Critical flows and their timing
  • Funding patterns (often over several days)
  • Local liquidity peaks & troughs
  • Optimum levels of pre-funding and/or intraday limits
Using the ILS, we modelled different scenarios re timing of payment flows to identify ways to eliminate inefficiencies, smooth peaks and troughs, reduce risk and improve both the Banks and Corporate customers liquidity position.
Worked closely with the client to design and embed ongoing data analysis and reporting processes to ensure progress made could be sustained and expanded


  • From an early pilot, Intraday Insights has been working with this client for the last two years
  • Under license, the use of the Simulator has been extended from 3 to 18 countries and used for daily monitoring & reporting on critical intraday liquidity issues
  • Feedback from local Corporate Bankers and their Corporate Treasurer clients, demonstrates a significant improvement in the local utilisation of liquidity with reduced costs for the Bank and improved working capital for their clients
  • Clients were particularly pleased with the bank’s proactive actions. Intraday flow management improved, new business was acquired and the bank was able to offer later cut-off times for payment files as a result of better data reporting & analysis

You can’t solve this problem easily by the creation of rules, changes or expensive systems implementations. We have used the Simulator as a marketing tool, as it allows us to visualise client, by client, the intraday lines and their usage on specific days and in specific currencies. This could be helpful to our sales People In their future discussions if intraday liquidity in less liquid currencies becomes a pricing issue across the sector. This could improve customer behaviour, gives bank relationshipmanagers additional sales tools and reduces both customer funding and bank liquidity costs