Funds transfer pricing: effective management in dynamic markets
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.
Pricing options:
- Early-bird rate: save up to $800 per person by booking in advance*
- 3-for-2 rate: save over $2,000 by booking a group of three attendees*
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber*
- Season tickets: save up to 60% - request price breakdown
*T&Cs apply
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
July 9–11, 2024
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
Tutor:
- Dr Beata Lubinska, Founder, BL Advisory & Consulting / Treasurer, Allica Bank
October 14–16, 2024
Live online. Timezones: Emea/APAC
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
Tutor:
- Dr Beata Lubinska, Founder, BL Advisory & Consulting / Treasurer, Allica Bank
Tutors
Beata Lubinska Risk Learning Faculty
Treasurer
Allica Bank
Beata’s background is strongly focused on Interest Rate Risk in the Banking Book (“IRRBB”), Balance Sheet Management, Funds Transfer Pricing (FTP) and behavioural modelling for banks asset liability management purposes. She has spent most of her career managing IRRBB and FTP for a number of financial institutions.
Currently she leads Treasury department at Allica Bank in London. In her previous position she was a Head of the Market and Liquidity Risk Department in MeDirect Group in London with the main focus on IRRBB, Market Risk and Balance Sheet Management. Beata is also a member of the BTRM Faculty founded by Professor Moorad Choudhry in London.
Beata holds a PhD in Finance from Wroclaw University of Economics. Her research publications have enjoyed strong reviews by academics and industry practitioners.
Beata is an author of the book “Asset Liability Management Optimization – A practitioner’s guide to balance sheet management and remodelling” published by Wiley & Sons Ltd in London and “Interest Rate Risk in the Banking Book: A best Practice Guide to management and hedging”.
In addition, Beata is actively providing trainings for professionals from the banking industry in Latvia, Poland, UK and in the US.
Her main areas of specialization include: Funds Transfer Pricing, Interest Rate Risk in the Banking Book, Asset Liability Management and Balance Sheet management through FTP and optimization.
AP), regulatory engagement as well as running training programs for new joiners to the treasury teams
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
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