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.

Funds Transfer Pricing Masterclass

June 2020, Online

Pricing & Registration           Course Agenda

An effective funds transfer pricing scheme is essential. This training course is designed to equip attendees with all the tools needed to properly implement and govern FTP strategy. Other sessions will cover the importance of FTP as a tool for effective balance sheet management, FTP curve architecture and modelling, and the effect of the Ibor transition.

The course is held under Chatham House Rule to promote an open, discussion-based learning environment and the sharing of best practices.

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

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