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