{"id":"https://openalex.org/W2200572575","doi":"https://doi.org/10.2139/ssrn.1864638","title":"Intraday Liquidity: Risk and Regulation","display_name":"Intraday Liquidity: Risk and Regulation","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W2200572575","doi":"https://doi.org/10.2139/ssrn.1864638","mag":"2200572575"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.1864638","doi":"https://doi.org/10.2139/ssrn.1864638","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1864638","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"volume":null,"type":"preprint","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.1864638","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5009449234","display_name":"Alan Ball","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I46860202","display_name":"Bank of England","ror":"https://ror.org/04p3y0q03","country_code":"GB","type":"other","lineage":["https://openalex.org/I46860202"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Alan Ball","raw_affiliation_strings":["Bank of England, Threadneedle Street, London, EC2R 8AH, United Kingdom","Bank of England"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bank of England, Threadneedle Street, London, EC2R 8AH, United Kingdom","institution_ids":["https://openalex.org/I46860202"]},{"raw_affiliation_string":"Bank of England","institution_ids":["https://openalex.org/I46860202"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082002000","display_name":"Edward Denbee","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I46860202","display_name":"Bank of England","ror":"https://ror.org/04p3y0q03","country_code":"GB","type":"other","lineage":["https://openalex.org/I46860202"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Edward Denbee","raw_affiliation_strings":["Bank of England, Threadneedle Street, London, EC2R 8AH, United Kingdom","Bank of England"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bank of England, Threadneedle Street, London, EC2R 8AH, United Kingdom","institution_ids":["https://openalex.org/I46860202"]},{"raw_affiliation_string":"Bank of England","institution_ids":["https://openalex.org/I46860202"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5059321618","display_name":"Mark Manning","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I46860202","display_name":"Bank of England","ror":"https://ror.org/04p3y0q03","country_code":"GB","type":"other","lineage":["https://openalex.org/I46860202"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Mark J. Manning","raw_affiliation_strings":["Bank of England, Threadneedle Street, London, EC2R 8AH, United Kingdom","Bank of England"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bank of England, Threadneedle Street, London, EC2R 8AH, United Kingdom","institution_ids":["https://openalex.org/I46860202"]},{"raw_affiliation_string":"Bank of England","institution_ids":["https://openalex.org/I46860202"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5069864584","display_name":"Anne Wetherilt","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I46860202","display_name":"Bank of England","ror":"https://ror.org/04p3y0q03","country_code":"GB","type":"other","lineage":["https://openalex.org/I46860202"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Anne Wetherilt","raw_affiliation_strings":["Bank of England, Threadneedle Street, London, EC2R 8AH, United Kingdom","Bank of England"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Bank of England, Threadneedle Street, London, EC2R 8AH, United Kingdom","institution_ids":["https://openalex.org/I46860202"]},{"raw_affiliation_string":"Bank of England","institution_ids":["https://openalex.org/I46860202"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5082002000"],"corresponding_institution_ids":["https://openalex.org/I46860202"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":38,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T14154","display_name":"finance, banking, and market dynamics","score":0.0003000000142492354,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13074","display_name":"Global Financial Regulation and Crises","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/intraday-liquidity","display_name":"intraday liquidity","score":0.9779999852180481},{"id":"https://openalex.org/keywords/liquidity-risk-management","display_name":"liquidity risk management","score":0.9679999947547913},{"id":"https://openalex.org/keywords/bank-liquidity-regulation","display_name":"bank liquidity regulation","score":0.5960000157356262},{"id":"https://openalex.org/keywords/payment-and-settlement-systems","display_name":"payment and settlement systems","score":0.8080000281333923},{"id":"https://openalex.org/keywords/payment-delays","display_name":"late payment","score":0.75},{"id":"https://openalex.org/keywords/collateral-eligibility","display_name":"collateral eligibility","score":0.7689999938011169},{"id":"https://openalex.org/keywords/central-bank","display_name":"central bank","score":0.5009999871253967},{"id":"https://openalex.org/keywords/financial-services-authority","display_name":"Financial Services Authority","score":0.6169999837875366},{"id":"https://openalex.org/keywords/behavioural-incentives","display_name":"behavioural incentives","score":0.5699999928474426}],"concepts":[{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.671381950378418},{"id":"https://openalex.org/C189259953","wikidata":"https://www.wikidata.org/wiki/Q1042259","display_name":"Liquidity risk","level":3,"score":0.5626158714294434},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5496238470077515},{"id":"https://openalex.org/C73283319","wikidata":"https://www.wikidata.org/wiki/Q1416617","display_name":"Financial system","level":1,"score":0.4732385575771332},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.35642701387405396},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3344992399215698},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2107415795326233}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2139/ssrn.1864638","doi":"https://doi.org/10.2139/ssrn.1864638","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1864638","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.2139/ssrn.1864638","doi":"https://doi.org/10.2139/ssrn.1864638","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1864638","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"display_name":"Partnerships for the goals","score":0.47999998927116394,"id":"https://metadata.un.org/sdg/17"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W184878218","https://openalex.org/W569419049","https://openalex.org/W758034074","https://openalex.org/W1519731369","https://openalex.org/W1530192549","https://openalex.org/W1534728719","https://openalex.org/W1561894466","https://openalex.org/W1605735158","https://openalex.org/W1975446868","https://openalex.org/W1979505449","https://openalex.org/W1993877081","https://openalex.org/W2010652446","https://openalex.org/W2012653702","https://openalex.org/W2099307468","https://openalex.org/W2110306661","https://openalex.org/W2115863057","https://openalex.org/W2157353013","https://openalex.org/W2267311522","https://openalex.org/W3121554586","https://openalex.org/W3122366466","https://openalex.org/W3122482513","https://openalex.org/W3123252247","https://openalex.org/W3124020073","https://openalex.org/W3124413642","https://openalex.org/W3124619610","https://openalex.org/W3124820424","https://openalex.org/W3125057682","https://openalex.org/W3125254426","https://openalex.org/W3153671543","https://openalex.org/W4240501968"],"related_works":["https://openalex.org/W2250921698","https://openalex.org/W1596006704","https://openalex.org/W4249773977","https://openalex.org/W2972521349","https://openalex.org/W1538153510","https://openalex.org/W2972392956","https://openalex.org/W4376587725","https://openalex.org/W4403339800","https://openalex.org/W4229632543","https://openalex.org/W2616672934"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":5},{"year":2012,"cited_by_count":6}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}