Funds Transfer Pricing Masterclass
Learn about: best practices for FTP mechanisms; liquidity transfer pricing; and the impact of the Ibor transition on FTP, liquidity and balance sheet management.
Join us for this 4-day learning experience where Dr Beata Lubinska will lead participants to explore best practices for FTP.
Participants will develop their understanding of different FTP models, by exploring best practices on how to build the most robust models. Sessions will provide key tools for analysing the fundamentals of liquidity transfer pricing (LTP) and indirect liquidity cost, as well as providing the most effective approaches for how to manage the impact of the Ibor transition on FTP and the balance sheet.
Each 60-minute live session will also encourage peer-to-peer discussion for enhanced learning, providing maximum engagement with the detailed content, and the opportunity to interact with the tutor through live Q&A and polls.
What Will You Learn?
- Best practices for introducing a robust FTP model
- FTP calculation methodologies
- Best practice for curve construction and modelling FTP
- LCR transfers and how you charge for liquidity under LCR
- How FTP is seen from the perspective of the CFO
- Impact of the Ibor transition on FTP, liquidity and balance sheet management
Who Should Attend
Relevant departments may include but are not limited to:
- FTP
- ALM
- Liquidity risk
- Balance sheet management
- Treasury
Contact Us
Interested in speaking?
Jade Mitchell
Training Course Producer
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