The Basel Committee on Banking Supervision (BCBS) enforces strict operational rules for tracking intraday liquidity risk under the d339 Guidelines.
Key BCBS Monitoring Metrics
The d339 framework requires banks to report specific quantitative data points to supervisors monthly:
  • Daily Gross Cash Flows: Tracking the exact timing and volume of gross inflows and outflows to map daily liquidity profiles.
  • Available Collateral Pools: Documenting the total market value and asset composition of unpledged securities available to secure central bank intraday overdraft lines.
  • Cross-Border Intraday Balances: Monitoring liquidity commitments across foreign payment clearing networks to manage international funding risks.

 
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