Funds Transfer Pricing Implementation Masterclass
We provide platform for Public training, In-house, to all clients and individual who seek to learn and educate.
Course Overview
Funds Transfer Pricing [FTP] is very critical to banks internal management of liquidity and market risk. Whilst regulators do not specify what FTP mechanism a bank should operate, they do require it to be effective in ensuring that asset pricing includes an accurate reflection of funding costs. For a FTP mechanism to be successful, it requires the effective partnering of treasury, wider finance and the front line business.
This intensive masterclass 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. We will utilize practical case studies to better equip delegates with an understanding of how FTP mechanisms have and are evolving, what is currently considered by the banking industry to be best practice in terms of their design and operation and strategies for overcoming challenges to them.
BENEFITS OF ATTENDING
- 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
- Describe the evolution of FTP methodologies from Zero Term Premium to Matched Term Premium pricing
- Best practice for curve construction and modelling FTP
- Four key roles or functions of FTP with the bank
- Using the Basel Liquidity Coverage Ratio (LCR)
- Liquidity risk management tools within the FTP framework
- Balance sheet mismatches and risk management – Interest rate (IRRBB), FX and liquidity risks
- Identify suitable basis adjustments to internally manage IRR introduced by the funding model
- Capital transfer pricing and how to make working adjustments
- Combine FTP curves with behavioral models to better value non maturing assets/liabilities
- Adjust to FTP models to reflect regulatory impact such as LCR and Leverage ratio
- Evolve existing FTP models to include Capital as well as Liquidity Funding costs and regulatory impact
- The FTP setting process and best practice governance
- Business implications of FTP
WHO SHOULD ATTEND
CROs, CFOs, COOs, Presidents/VPs/EVPs/FVPs/SVPs, Global Heads, Department Heads, Managing Directors, Directors, International/Senior Managers of:
- Funding Risk
- Funds Transfer Pricing
- Interest Rate Risk
- 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
- 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
- Treasury
IN-HOUSE
Our Tailored Learning Offering
Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office by offering our classroom program or LIVE Online. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.
Top Quality
From the Boardroom to the front line, we can deliver engaging, multi-faceted learning programmes that will nurture the skills needed to fast-track development and enable teams to flourish.
Best Way
We combine the right blend of formal, informal, online and classroom techniques to increase your employees’ knowledge retention, drive collaboration, and create social learning communities.
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Trusted Clients
Amazing Experience
"We worked with BIZENIUS for our Fresh Graduates Program thru one of our clients. I must say that they are simply amazing. At each step of the sessions, Knowledge Transfer and Practical Learning were emphasized upon, with daily evaluations to verify learning. Happy to say that we are so happy that our partners chose BIZENIUS to deliver this critical session for us. Looking to work together in future."
Sustainable Relationship with BIZENIUS
“It is always a pleasure to work with BIZENIUS. We have been partnering with BIZENIUS since 2016 and we see improvements with each session. The courses are highly Interactive, and their lecturer’s makes it easy to understand the materials. We look forward to working with BIZENIUS on a variety of courses. We are happy with the way this relationship has evolved.”
Practical Approach, Hand on Learning.
“BIZENIUS organized NEBOSH Oil and Gas Certificate for us. The sessions in the preparatory training were well complimented with real life case studies and practical examples. We enjoyed the 5 days training session leading up to the examination. Everything was organized with meticulous details to ensure a great learning experience and success at the examination. Thank you.”
Relevant and Well Organized.
“The training was very well organized. The content was very relevant to my role. The interactive discussion was encouraged, and the trainer was also very knowledgeable of the subject matter. I would recommend this training to all who are involved at some stage of Risk, ICAAP or ILAAP.”
