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Intraday Liquidity Flows within the Financial Market Infrastructures in Mexico

Intraday Liquidity Flows within the Financial Market Infrastructures in Mexico
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Author(s): Biliana Alexandrova-Kabadjova (Banco de Mexico, Mexico), Liliana Garcia-Ochoa (Banco de Mexico, Mexico), Ronald Heijmans (De Nederlandsche Bank, The Netherlands) and Antoaneta Serguieva (University College London, UK)
Copyright: 2016
Pages: 17
Source title: Analyzing the Economics of Financial Market Infrastructures
Source Author(s)/Editor(s): Martin Diehl (Deutsche Bundesbank, Germany), Biliana Alexandrova-Kabadjova (Banco de México, Mexico), Richard Heuver (De Nederlandsche Bank, The Netherlands) and Serafín Martínez-Jaramillo (Banco de México, Mexico)
DOI: 10.4018/978-1-4666-8745-5.ch010

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Abstract

In this chapter, the authors present a methodology to study the flow of funds in large-value payment systems (LVPSs). The algorithm presented differentiates the flow of payments into two categories: 1) external funds, i.e. funds transferred from other financial market infrastructures (FMIs) or provided by the central bank, and 2) the reuse of incoming payments within the same FMI. Using individual transaction data, the algorithm evaluates to what extent incoming payments are used to cover obligations. The method also studies the flow of intraday liquidity under the framework of its provision within Mexican FMIs. The aim is to evaluate the impact of intraday liquidity provision, and understand how liquidity is transmitted to participants in the Mexican Large Value Payment System, or SPEI®.

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