Funds & Liquidity Transfer Pricing London

Sessions will include: FTP objectives and implementation, capital transfer pricing, liquidity transfer pricing, and the business implications of FTP.


Funds & Liquidity Transfer Pricing
London, 4-5 November 2019

View the Agenda  Pricing and Registration

This training course is designed to provide attendees with all the tools needed to properly implement and govern FTP strategy. Sessions will cover the main areas of funds, liquidity & capital transfer pricing as well as looking at the treatment of legal entities and business implications of FTP.

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

What Will You Learn?
  • The objectives of FTP
  • Various types of FTP and methods for calculation
  • Best practice for curve construction and modelling FTP
  • How liquidity transfer pricing can be managed and fits into the overall risk strategy
  • Capital transfer pricing and how to make working adjustments
  • Business implications of FTP
Who Should Attend?

Relevant departments may include but are not limited to:

  • Risk
  • Regulation
  • Interest rate risk
  • Treasury
  • ALM
  • Funding
  • Pricing
  • Liquidity
Sessions Include
  • FTP objectives & implementation
  • Types of FTP 
  • Strategic implications of FTP
  • FTP for balance sheet optimisation
  • Liquidity transfer pricing
  • Capital transfer pricing 
  • FTP and liquidity risk, behavioural adjustments and other adjustments
  • FTP curve architecture & modelling 
04 November 2019
2019-11-04 08:30:00 +0000