The present study calculates the proportional liquidity usage of the Mexican Real Time Settlement Payment System, SPEI …, during a one month period. In particular, our interest is to get insights on how different is the liquidity level at the …. We measure the liquidity usage in different settings of settlement speed requirements. We find that among participants …

systems need access to intraday liquidity to fulfill their payment obligations. They do that either using their own funds … the intraday liquidity management of the Real Time Settlement Payment System, SPEI. We examine a data set of transactions … orders. -- Payment systems ; intraday liquidity management ; simulation …