Course Overview
LIVE ONLINE MASTERCLASS
Funds transfer pricing, is not a new concept. It returned to the forefront following the Global Financial Crisis, when it became apparent that the increased funding costs for banks had not been priced into products. The dawn of the new decade has seen the world gripped by an unprecedented health crisis, with a pandemic never experienced before in our lifetimes affecting countless individuals, families and communities.
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.
WHAT YOU WILL LEARN
- The Key Roles of FTP within the Bank ALM Framework
- Role of FTP within a bank and the regulatory requirements
- Various types of FTP and methods for calculation
- Best practices for introducing a robust FTP model
- Impact of the Ibor transition on FTP, liquidity and balance sheet management
- Best practice for curve construction and modelling FTP
- LCR transfers and how you charge for liquidity under LCR
- FTP for balance sheet optimisation
- Challenges experienced for FTP in the retail and corporate business
- Understand how banks use FTP to shape their balance sheets
- FTP models accommodate recently implemented Basel regulations
- Principles and organizational structure
- FTP curve setting
- Target P&L due to side effects from COVID-19
- Variational margin affect the cost of funding
WHO SHOULD ATTEND
CROs, CFOs, COOs, Presidents/VPs/EVPs/FVPs/SVPs, Global Heads, Department Heads, Managing Directors, Directors, International/Senior Managers of:
- Asset/Liability Management
- Balance Sheet Management
- Bank & Country Risk
- Capital Management
- Capital Modeling
- Compliance
- Counterparty Credit Risk
- Credit Portfolio Management
- Credit Research
- FI Risk Management
- Funding Risk
- Funds Transfer Pricing
- Interest Rate Risk
- Portfolio Strategy
- Prudential Policy
- Quantitative Analysts
- Risk Analysis
- Risk Control
- Risk Integration
- Risk Methods
- Risk Model Development
- Risk Modelling
- Risk Strategy
- Stress Testing
- Supervision/Regulation
“The topic covered in the program was very helpful. The program will help me directly in my day to day work as I deal with the Balance sheet update.”
“I would like to recommend the ALM and finance teams as well for this training. It was indeed a time well spent. I have taken a few inputs from the program which will help me in implementing the FTP”
“It was an extraordinary training methodology and a multidisciplinary approach, as well as a clear and strong content, focused on balance sheet optimization in banking. The training methodology helped participants to realize a deeper knowledge of FTP.”
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