Managing funds transfer pricing in dynamic markets

  • 3 days
  • Treasury & capital markets risk
  • 9 CPD points
View Agenda

Key reasons to attend

  • Develop an enhanced understanding of funds transfer pricing (FTP) methods and best practices 

  • Understand the uses and benefits of different FTP types 

  • Create strategic plans for the implementation of FTP models

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Customised Solutions

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Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

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About the course

In this interactive learning experience participants will explore the best practices for FTP alongside Risk Learning expert tutor. Participants will gain in-depth insight on the implementation of FTP models by exploring the alternatives to building robust models. 

Sessions will provide key tools for analysing the fundamentals of liquidity transfer pricing and indirect liquidity cost. They will offer practical examples of product pricing by studying relevant case studies, such as learning how to build a pricing model. 

Participants will explore current regulatory requirements around Basel III and live sessions will offer the opportunity to engage in peer-to-peer discussion, providing maximum engagement with in-depth learning, case studies and a live Q&A.

Flexible pricing options:

  1. Early-bird rate: book in advance and save $200 

  2. 3-for-2 group rate: book three delegates for the price of two and save more than $2,000 

  3. Season tickets: book a team of 10 or more and save up to 50%

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 capabilities with the use of 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

February 27–March 1, 2023

Timezones: Emea/Americas

Start time: 13:15 GMT / 08:15 EST
Finish time: 17:00 GMT / 12:00 EST

Sessions:

  • Funds transfer pricing (FTP) objectives and implementation

  • Types of FTP

  • FTP for balance sheet optimisation

  • Liquidity transfer pricing

  • FTP architecture and modelling

  • Balance sheet shaping through FTP

  • Strategic implications of FTP

  • Importance of FTP on performance management

  • FTP and product pricing

VIEW DETAILED AGENDA


May 31–June 2, 2023

Timezones: Apac

Start time: 15:15 AEST / 13:15 HKT/SGT
Finish time: 18:40 AEST / 16:40 HKT/SGT

Sessions:

  • Funds transfer pricing (FTP) objectives and implementation

  • Types of FTP

  • FTP for balance sheet optimisation

  • Liquidity transfer pricing

  • FTP architecture and modelling

  • Balance sheet shaping through FTP

  • Strategic implications of FTP

  • Importance of FTP on performance management

  • Impact of IBOR on FTP, liquidity and balance sheet management

VIEW DETAILED AGENDA


July 10–12, 2023

Timezones: Emea/Americas

REQUEST DETAILED AGENDA

Tutors

Beata Lubinska Risk Learning Faculty

Treasurer

Allica Bank

Accreditation

This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.

Pre-reading materials

The Risk.net resources below have been selected to enhance your learning experience:

  • On comprehensive balance sheet stress testing and net interest income risk attribution - Read article

  • Prometeia Service on FTP methodological review - Read article

  • Hong Kong, India, Turkey lag behind on Basel III framework - Read article

To access some of the above articles you need to have a current subscription to Risk.net. If you don’t have one now, please subscribe to a free trial

Registration

February 27 - March 1, 2023

01:15 pm - 05:00 pm

Virtual

Price

$2,199

May 31 - June 2, 2023

06:15 am - 09:40 am

Virtual

Price

2,199

Earlybird Price

1,999

July 10 - 12, 2023

05:00 am - 08:40 am

Virtual

Price

$2,199

Earlybird Price

$1,999
Book now

Enquire about:

  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
  • Season tickets options
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