Most banks keep track of their ability to meet their obligations throughout each day, although at least some struggle to know the extent of their financial commitments fully.

Though two-thirds of banks monitor intra-day liquidity risk, only one-third of banks say they can assess such risk institution-wide, according to a survey released Wednesday by MORS Software, a Helsinki-based provider of systems that help financial institutions manage risk.

The survey of 61 bankers in 26 countries throughout the U.S., U.K, Asia, Europe and the Middle East comes amid new rules for measuring market risk that generally would require certain banks to hold higher amounts of capital to cover their risk-related investments starting this January.

Bankers cite maximizing return on capital and cutting costs as significant reasons to monitor liquidity risk, although a growing number cite compliance with regulatory capital requirements as a basis for being able to assess liquidity, according to the survey.