The institution manages the liquidity risk that it cannot settle an obligation for full value when due, understanding the intraday flows of its customers' activity to gauge peak funding needs and typical variation, the end-of-day concentration of settlement in systems such as CHIPS and the liquidity exposure that remains in real-time systems, CLS and securities settlement systems, and considering measures such as limits on customers' peak credit demands and the further controls the booklet describes.
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.