Funds transfer pricing: fundamentals
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.
What participants say:
- “The tutor’s deep expertise and enthusiasm for the topic made the training highly engaging and informative.”
- “Great balance of theory and real-world application. I came away with actionable insights I can apply immediately.”
- “An essential course for those involved in treasury or risk. Clear explanations, real-life examples and strong industry relevance.”
Learning objectives
- Understand the purpose of FTP and its role within ALM
- Design and implement robust FTP frameworks that align with regulatory expectations
- Incorporate liquidity cost metrics into FTP models
- Construct and interpret FTP curves used in product pricing
- Apply FTP techniques to support balance sheet steering and enhance decision making
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
- Funding
- Regulatory reporting
Enquire about:
- Agenda and registration process
- Group booking rates
- Customisation of this programme
- Season tickets options
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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