- User Guide
- Intraday Liquidity Management
- Intraday Metrics Calculation
- Intraday Throughput
16.1.8 Intraday Throughput
This metric calculates the percentage of payments that are settled at each
time bucket during the day. It is calculated only in case of banks that are Direct
Participants in a payment system.
The application calculates the throughput for both payments made and
payments received at every 15 minutes and 30 minutes for throughput reports.
The following are the steps involved in calculating this
metric:
- The application calculates the cumulative cash outflows and inflows at each one hour time band.
- The cumulative outflows and inflows in each band is divided by the total cash
outflow /inflow respectively during the day.The following is an example for this metric:A bank has the following intraday transactions that occurred in the payment and settlement system:
Table 15-8 Example of Intraday Throughput
Cash Flow Timing Payments Received Payments Made 9:00 223 9:30 19 10:00 95 10:15 223 10:45 99 11:00 108 12:00 400 12:35 22 14:00 10 14:05 5 14:20 45 15:00 379 15:30 102 17:00 11 As per the illustration, Intraday throughput is as follows: (this example features that throughput be calculated only for Payments Sent; however the application calculates throughput for both payments sent and payments received).Table 15-9 Intraday Throughput
Time Bucket Cash Outflows Cumulative Cash Outflows Intraday Throughput (b) (b / a) 8-9 Hours 0 0 0.00% 9-10 Hours 19 19 2.13% 10-11 Hours 430 449 50.22% 11-12 Hours 0 449 50.22% 12-13 Hours 0 449 50.22% 13-14 Hours 10 459 51.34% 14-15 Hours 424 883 98.77% 15-16 Hours 0 883 98.77% 16-17 Hours 11 894 100.00% Total (a) 894