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1、USDHighValuePaymentsTrendsandIndustryUpdatesVitoSabatelliDirectorUSDHVPOOverviewReal-timeGrossSettlementSystem°OwnedandOperatedbytheFederalReserveBanks(12)–managedoutofNYFRB°Connectsover9500participants,nationwide°Participantscanbeon-lineoroff-lineOperatingHours°21½hour
2、businessdaybeginsat21:00(daybeforevaluedate)andendsat18:30(valuedate)NYT°ExtendeddayallowsoverlapwithbusinesshoursinAsiaandEMEA°ImplementedonMay17,2004°Averagedailyvolumes:534,000transactionsfor$2.7Trillion°25participantsaccountfor50%oftotalvolumeand67%oftotalvalue°Main
3、lydomestictransactionspage2FederalReserveDistrictsAtlantaMinneapolisBostonNewYorkChicagoPhiladelphiaClevelandRichmondDallasSt.LouisKansasCitySanFranciscoThefirsttwodigitsofanABAnumberdenotestheFedDistrictthepage3participantisresidentinMechanicsMechanicsPaymentissettledo
4、nacashbasiswithapredeterminedintradaycreditline1.DebitagainstthesendingFedwireparticipant’s:-Balanceinitsreserveaccountor-Itsdebitcap2.CredittothereceivingFedwireparticipant’sreserveaccount3.AllcompletedpaymentsarefinalandirrevocableParticipantBParticipantA$25,000,000$2
5、5,000,000FedwireReserveBalance:$100,000,000ReserveBalance:$100,000,000-$25,000,000+$25,000,000$75,000,000$125,000,000page4LiquidityManagingthebank’sliquidity°Eachpaymentissettledonacash(balance)and/oracredit(DebitCap)basis°CreditdisciplineiscontrolledthroughDebitCapandc
6、hargingforDaylightOverdraft.°IfapaymentrequiresDebitCap,theFederalReserveBankwillcalculateandchargedaylightoverdraftfeesontheoutstandingbalancesonaminutebyminutebasisatanannualrateof36basispoints(simpleinterest)°Largedollarpaymentactivityisveryscarceintheearlymorning.On
7、lylargebankstendtoparticipateinthesehours°CLS°CHIPSpre-fundingpage5ResiliencyThreeDataCentersAidInDisasterRecovery°Primaryprocessingsitewithon-sitebackup°“Hot”backupfacilitywithon-sitebackup°“Warm”backupfacility°Hundredsofmilesapart,differentregionsoftheUS(Northeast,Sou
8、theast,andSouthwest)ContingencyTesting°Fourtestsayear°Highvolumeparticipantsarerequiredtotakepartinthreetestsw
