Name: Funds Transfer Pricing Masterclass
Start: 2022-02-14T08:00:00+00:00
End: 2022-02-17T12:00:00+00:00
Location: LIVE VIRTUAL | GMT/EST TIMING

An event hosted by:

February 14–17, 2022

LIVE VIRTUAL | GMT/EST TIMING

Funds Transfer Pricing Masterclass

February 14–17, 2022 | Live Virtual | Time zone: EMEA / Americas

View agenda Pricing options

Join us for this 4-day virtual course where Dr Beata Lubinskami will lead participants to explore in-depth best practises for Funds Transfer Pricing.

Participants will learn the best practices on how to build a robust FTP model and the different types of FTP models. Discussion will also include ALM optimisation, the role of FTP in the optimisation exercise, and how to find the correct balance between risk and return.

Sessions will also encourage peer-to-peer discussion for enhanced learning. Participants will analyse the fundamentals of liquidity transfer pricing (LTP) and indirect liquidity cost. There will also be emphasis of target operating models (TOM) and curve construction play within FTP architecture and modelling.

Sessions of the course will deep dive in the FTP steering techniques along with learning how to manage the impact of IBOR transition on FTP, how the transition will affect the internal curve, and how to manage the balance sheet after IBOR decommission.

What will you learn?

Detailed overview of regulatory and Basel III requirements
Discussion of FTP methods
Learning how to develop balance sheet sheering techniques
Transfer liquidity costs and benefits from business units to a centralised pool
Importance of transparency
The impact on forecasting and stress testing

Who should attend

Relevant departments may include but are not limited to:

FTP
ALM
Balance sheet management
IRRBB
Liquidity
Treasury

Pricing options

We offer flexible pricing options for this course:

Early bird rates
Group rate
Enterprise rates
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In-house option

Would you like this course delivered to your team in-house?

We adjust agenda to your specific needs and run the course at the time that suits you.

Your team and organisation will benefit from:

Expertise
Customisation
Efficiency and convenience
Cost-effectiveness

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Course Tutor

Beata Lubinska PhD

Treasurer

Allica Bank

Dr. Beata Lubinska is a financial engineer with over 16 years of practical experience gained in international financial institutions such as GE Capital, Deloitte and Standard Chartered Bank based in Milan and London.

Beata’s background is strongly focused on Interest Rate Risk in the Banking Book (“IRRBB”), Balance Sheet Management and behavioural modelling for banks asset liability management purposes. She has spent most of her career managing IRRBB for a number of financial institutions.

Currently she has set up her own company where she leads and collaborate with banks on projects focused on all Treasury related matters. 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 also 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.

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.

Hear from past attendee's