Funds Transfer Pricing - Amsterdam
Sessions will include: types of FTP, 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.
Day one of the course will focus on the various types of FTP and methods for calculation, capital transfer pricing, the objectives of FTP and best practice for introducing a robust FTP model. The final session of the day will explore balance sheet optimisation.
Day two will begin by addressing liquidity transfer pricing, before going on to cover topics including behavioural adjustments, FTP curve architecture and modelling, and the business implications of FTP.
Who Should Attend
Relevant departments may include but are not limited to:
- Interest Rate Risk
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
This training programme will provide delegates with a new or improved understanding of operational risk management, providing case studies and knowledge from a wide range of speakers from different companies and industries. Sessions will cover; governing and implementing an op risk framework, risk a
This seminar offers a full review of the role and attributes of KRIs in financial services. It clarifies some confusing ideas about KRIs and offers insight on their role in a risk management framework. The seminar also reviews many examples of the best performing KRIs in banking and financial market
Risk Training is delighted to offer this specialist training course which has been designed to focus on the assessment of risk models in the context of concrete risk model implementation. There are numerous validation tools available, and the course will individually describe these tools and their a