The European banking infrastructure is undergoing an unprecedented technological and regulatory recalibration. While the compression of settlement cycles to atomic settlement (T+0) effectively eradicates counterparty credit risk, it simultaneously strips bank treasuries of the critical temporal buffers required for liquidity management. This report deconstructs the "Intraday Liquidity Paradox" under the stringent capital mandates of CRR III and the newly formalized ECB Sound Practices for intraday liquidity risk. The analysis provides empirical evidence on how Tier-1 institutions leverage tokenized repo architectures (e.g., Broadridge DLR, Eurex D7, and the Bundesbank Trigger Solution) to radically accelerate the velocity of collateral. The core focus lies in the quantitative optimization of the Liquidity Coverage Ratio (LCR) and the strategic mitigation of Leverage Ratio inflation via same-day intraday unwinds.