Funds transfer pricing: advanced
View AgendaKey reasons to attend
- Explore the interaction between FTP and key balance sheet risks
- Develop FTP frameworks that support strategic decision-making and balance sheet optimisation
- Integrate liquidity costs to enable more accurate product pricing and performance measurement
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About the course
Extend your knowledge beyond the basics of FTP with this advanced learning experience that marries the theoretical concepts with practical application. Equipping participants with the skills to better utilise FTP for active balance sheet optimisation, integrate FTP modelling and quantify indirect liquidity costs.
Sessions will address the interaction between FTP and key balance sheet risks, specifically the linkage to interest rate risk and how FTP signals influence asset origination, deposit pricing strategies and structural hedging decisions. Preparing participants to critically assess their FTP frameworks, they will dive into how FTP outputs are used in strategic decision-making and explore steering techniques for mismatched assets and liabilities on the balance sheet.
With a focus on advanced methodologies, case studies and practical examples, participants will be able to design and refine their FTP frameworks in a way that is aligned with internal strategy and external regulatory expectations.
**This course is recommended for advanced professionals who are familiar with the topics in the fundamentals course.
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
- Season tickets: cost-effective option for groups of 10 or more. Learn more
*T&Cs apply
Learning objectives
• Address the interaction between FTP and IRRBB management
• Manage data requirements, quality controls and reconciliations for modelling
• Align FTP frameworks with regulatory expectations
• Construct FTP curves across diverse funding environments
• Integrate liquidity and capital costs into FTP
Who should attend
Relevant departments may include but are not limited to:
• FTP
• Asset-liability management
• Balance sheet management
• Liquidity risk
• Treasury
• Risk management
• Finance
• Managers
• Head of Treasury
• Head of Balance sheet management
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