Funds Transfer Pricing - Amsterdam

Sessions will include: types of FTP, capital transfer pricing, liquidity transfer pricing, and the business implications of FTP.


Funds & Liquidity Transfer Pricing

Amsterdam, 5-6 June

Pricing & Registration           Course Agenda

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:

  • Risk
  • Regulation
  • Interest Rate Risk
  • Treasury
  • ALM
  • Funding
  • Pricing
  • Liquidity
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

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