Funds Transfer Pricing
Toronto, 7-8 November 2017

This is a multi-tutor course led by our ever-popular and esteemed speaker David Green, Managing Director at The Exequor Group. David will cover Day 1 and chair Day 2, giving delegates an in depth explanation of Funds Transfer Pricing focusing on the funding curves and how to calculate the rates and spreads.

Course Highlights:

  • The purpose of FTP
  • Funding Curves
  • Calculating FTP rates and spreads
  • Products with Non-maturity Cash Flows 
  • Additional Considerations 
  • LCR Implications on FTP
  • Liquidity Premiums

Learning Outcomes:

  • An overview of FTP functionalities and contributions
  • Ability to observe the funding curves and how to effectively calculate FTP rates and spreads
  • Comprehensive look at the products with non-maturity cash flows
  • Understanding the FTP Governance aspects within different business units
  • Mismatch center and liquidity premiums


Lead Tutor:

David Green, Managing Director, The Exequor Group

About the Event:

The first day of the course will be delivered by one of our most acclaimed speakers, David Green, Managing Director, The Exequor Group. His sessions will explain the purpose of FTP, funding curves and how to calculate FTP rates and spreads.

The second day will focus on topics such as products with non-maturity cash flows, liquidity premiums, LCR implications on FTP and governance considerations.

Who Should Attend?

The course is aimed at those working in Liquidity, Treasury and Asset/Liability management within banks and other financial institutions. However, Risk Training welcomes anyone interested in the event content.

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