Advancing Your ALM Framework and Leveraging Funds Transfer Pricing Masterclass
An FTP framework your ALCO can defend — pool construction, governance and integration with ALM policy for treasury and risk teams who own the mechanism.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
In many banks, funds transfer pricing is perfunctory: the same ALCO members who set balance-sheet composition also sign off maturity terms, embedded options and break funding, so the mechanism never disciplines anyone. This masterclass treats FTP as the instrument that steers the balance sheet. It works through best-practice internal funds pricing — pool construction, interest-rate and liquidity transfer pricing principles, and the performance incentives FTP creates for product managers — and shows how the regime integrates with ALM policy under Basel III, IRRBB and IFRS requirements. The cohort works through dynamic modelling of the income statement and balance sheet, reconciliation of static and dynamic gaps, and the governance and IT choices that make an FTP regime defensible at Board level.
What you will do
Who attends
- Chief Risk Officers and heads of risk
- Heads of treasury and funds transfer pricing
- Heads of asset-liability and balance-sheet management
- Managers of liquidity risk
Programme agenda
Built for the decisions no textbook prepares you for
I.The FTP mechanism
- Why perfunctory FTP fails the balance sheet
- Principles of interest-rate and liquidity transfer pricing
- Pool construction and funding policy
II.Integration with ALM
- Basel III, IRRBB and IFRS impacts on ALM decision-making
- Dynamic modelling of income statement and balance sheet
- Reconciling static and dynamic gaps
III.Steering and incentives
- Balance-sheet shaping techniques
- Performance incentives FTP creates for product managers
- Making the case at ALCO and Board level
IV.Governance and implementation
- Governance and IT challenges
- Embedding FTP in ALM policy
- Optimising the liquidity management framework
Frequently asked
Do these programmes cover the Basel III final reforms and the ICAAP/ILAAP cycle?
Yes. The BIZENIUS banking curriculum is built around the Basel III endgame, ICAAP, ILAAP, IRRBB, IFRS 9 provisioning, stress testing and BCBS 239. Participants leave able to quantify the output floor on their own portfolios, write capital and liquidity documents that withstand supervisory review, and defend the numbers to their board.
Are the programmes adapted to regional supervisors such as SAMA, CBUAE or BCEAO?
Casework is built around supervisory documents rather than textbook theory, and faculty include former practitioners who have sat on both sides of an examination. Programmes address the questions SAMA, CBUAE, BCEAO and other home regulators actually put to the desk, and an in-house edition can be tailored to a single jurisdiction.
How do I secure a seat on a banking programme?
Apply for a seat or request the brochure from the programme page. A senior practitioner — not a sales team — responds within one business day, and the brochure arrives with that reply. BIZENIUS runs on enquiry: there is no online checkout.
Can a programme run in-house for our bank?
Every BIZENIUS programme can be delivered in-house, tailored to your balance sheet, your regulator and your data, in English or French. Many institutions start with an open cohort, then commission a private edition for the wider team.
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Balance-Sheet Management — ALCO, ALM & FTP
ALCO, ALM and FTP that actually steer the balance sheet.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 17 engines, Basel I to 3.1, on-premise.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.