Funds transfer pricing: effective management in dynamic markets

  • Treasury and capital markets risk
View Agenda

Key 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

Find out more

Customised Solutions

Does your team require a tailored learning solution on this or any other topic?

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. 

Find out more

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

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

View detailed agenda

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.

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:

  • ALM technology systems 2023: market update and vendor landscape - Read article
  • Incorporating climate risk into ALM frameworks at banks - Read article
  • ALM banking after the crisis: stress-testing for more robust liquidity management practices - Read article

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

Registration

October 14–16, 2024

Online, Emea/Apac

Price

$2,999
Book now

Enquire about:

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

Contact us

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here