Funds transfer pricing fundamentals
View AgendaKey reasons to attend
- Develop an enhanced understanding of funds transfer pricing (FTP) methods and best practices
- Clarify the uses and benefits of different FTP approaches
- Create strategic plans to implement FTP models
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About the course
This technical workshop will explore best practices for FTP. Participants will gain in-depth insight on the implementation of FTP models by exploring the alternative approaches to building robust models.
Sessions will provide key tools to analyse the fundamentals of liquidity transfer pricing and indirect liquidity cost, and practical examples of product pricing by studying relevant case studies such as building a pricing model.
Participants will explore the current regulatory requirements around Basel III and live sessions will offer the opportunity for participants to engage in peer-to-peer discussion, providing maximum engagement with in-depth learning, case studies and a live Q&A.
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Learning objectives
- Integrate current regulatory and Basel III requirements
- Develop balance sheet sheering techniques
- Assess impacts on forecasting and stress-testing
- Calculate maturity levels of FTP
- Improve decision-making with FTP
- Incorporate FTP models into bank frameworks
Who should attend
Relevant departments may include but are not limited to:
- FTP
- Asset-liability management
- Balance sheet management
- Interest rate risk in the banking book
- Liquidity
- Treasury
Agenda
March 11–13, 2025
Live online. Timezones: Emea/Americas
Sessions:
- Funds transfer pricing (FTP) objectives and implementation
- Types of FTP
- FTP for balance sheet optimisation
- Liquidity transfer pricing (LTP)
- FTP architecture and modelling
- Balance sheet shaping through FTP
- Strategic implications of FTP
- Importance of FTP on performance management
- FTP and product pricing
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- ALM technology systems 2023: market update and vendor landscape
- Incorporating climate risk into ALM frameworks at banks
- ALM banking after the crisis: stress-testing for more robust liquidity management practices
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month
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