Funds Transfer Pricing Masterclass

Acquire an insight on best practices for FTP objectives, how to effectively build FTP architecture and models, and the implications IBOR transition has on FTP, liquidity, and balance sheet management.

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. 

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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

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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

  • Visit registration page for further information

  • Subscribe to receive Risk Training updates and avoid missing out on additional savings

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

Find out more

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.

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

Not the course for you?

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E-Learning

Risk Training’s self-paced E-Learning platform offers Essentials of Operational Risk programme, plus more topics to come soon.
 

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