About the course

About the course

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.

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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
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Who should attend?

Relevant departments may include but are not limited to:

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