Bank of Korea and FNA develop methods for predicting intraday liquidity risk in payment systems


Bank of Korea, South Korea’s central bank, was looking for ways to have early warning about intraday liquidity problems in its systemically important BoK-Wire+ interbank payment system.


To develop methods to predict the liquidity position of each member in BoK-Wire+ in real-time, as well as measure the importance of member in terms of the liquidity and operational risk a liquidity shortage would cause.


Bank of Korea and FNA developed a framework for identifying bank’s liquidity problems in real time and using FNA’s SinkRank algorithm to identify most critical banks. The results were published as a research paper.

Contact our Experts

FNA is a UK-Registered company:
4-8 Crown Place, London EC2A 4BT
See on Map

By clicking Submit I agree to Privacy Policy

Subscribe to our Newsletter

Get the news of the next generation analytics, AI and machine learning in RegTech and SupTech.

By signing up you are agreeing to our Privacy Policy.