Funds Transfer Pricing Masterclass

Learn about: best practices for applying FTP to business functions; the role of ALM; and practical techniques for balance sheet shaping.

Due to the increased cost of funding and illiquidity, firms have had to reassess transfer pricing policies in recent years and regulators expect a precise assessment of cost, benefits and risk. This live virtual course will give participants a platform for learning and discussion of how to apply the process of FTP to business functions, the role of ALM and practical techniques for balance sheet shaping. 

The tutor, Dr Beata Lubinska, offers a practical approach related to the pricing of different products within the Banking Book, behavioralisation, steering techniques of the Banking Book through FTP and implementation of the FTP framework, structuring the FTP policy, and Practice Guidelines. In addition, the course provides a “deep dive” into balance sheet management and shaping through the FTP process.

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What will you learn?
  • FTP rate components and the role of the FTP process
  • Strategies for the pricing of contingent liquidity 
  • Foremost methods for curve construction 
  • Key principles for Interest and Liquidity Transfer Pricing (ITP and LTP)
  • Best practice for balance sheet shaping techniques
  • Impact of the Libor transition on FTP, liquidity and balance sheet management 
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Who should attend

Relevant departments may include but are not limited to:

  • FTP
  • ALM
  • Liquidity risk
  • Balance sheet management
  • Treasury
Online training

Our live, virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days
  • Facilitated collaboration including Q&A, interactive polling and group workshops
  • Live interaction with subject matter experts – get your questions answered in real time
  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning
  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

Live Virtual training courses

 

Our live virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days

  • Facilitated collaboration including Q&A, interactive polling and group workshops

  • Live interaction with subject matter experts – get your questions answered in real time

  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning

  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

CPD and CPE Accreditation

 

CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 8 credits. One credit is awarded for every hour of learning at the event.

CPE Accreditation

This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 8 credits. One credit is awarded for every hour of learning at the event in accordance with the standards of the National Registry of CPE Sponsors.

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