Funds transfer pricing: strategic balance sheet management

About the course

FTP is essential for managing a bank’s financial performance, offering insights into profitability drivers and performance measurement. This technical course provides participants with the skills to apply FTP in areas such as product pricing, liquidity, funding management and balance sheet optimisation.

Our banking practitioner will introduce best practices for establishing a structured and transparent FTP framework that provides management with a comprehensive view of risk exposures. They will consider the strategic implications of FTP, including managing model limitations and adjusting risk parameters to reallocate capital.

Through examples of product pricing and term liquidity premium calculations, attendees will develop the expertise needed to enhance FTP processes within their organisations. 

Avoid the price increase - book by December 31, 2024

Save up to $1,000*. Use promo code ‘LOCK24’ at checkout or contact us at learning@risk.net for more details.

Pricing options*:

• Early-bird rate: save up to $800 per person by booking in advance
• 3-for-2 rate: save over $3,000 by booking a group of three attendees
• Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber
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Tutors

Beata Lubinska Risk Learning Faculty

Treasurer

Allica Bank

View bio

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.

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 
• Funds Transfer Pricing in the New Normal 
• Bank treasuries should help monitor hidden optionality – JPM exec 

A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month