Funds & Liquidity Transfer Pricing London

Returning for the 4th time in London, this course will discuss all the main areas of FTP, both from a business and technical perspective. Delving into curve architecture and modelling, delegates will be provided with best practice approaches and considerations for FTP within the business.

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Funds & Liquidity Transfer Pricing
London, 28-29 November 2018

View the 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 impacts of Brexit, the treatment of legal entities and business implications of FTP.

Course Tutors:

  • Carsten Bröker, Director-Head of Liquidity Cost Allocation and Planning, Commerzbank AG
  • Dr. Heiko Siede, FTP and Balance Sheet Management Specialist, Commerzbank AG
  • Sam Steer, Director, Head of Treasury Planning and Performance, Treasury, Deutsche Bank
  • Rina Mirchandani, Director - Treasury, Deutsche Bank
  • Beata Lubinska, Senior Manager - Market Risk, MeDirect Strategy
  • Yousef Ghazi-Tabatabai, Senior Manager, PwC
  • Chris De Stigter, Head of FTP Centre, ALM, ABN AMRO
  • Stirling Alayrac-Fielding, Managing Director, Safranier Consulting
  • Vikram Yadav, Independent Consultant
Learning Outcomes:
  • 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 in the overall risk strategy
  • Capital transfer pricing and how to make working adjustments
  • Business implications of FTP & possible impacts of Brexit
Who Should Attend:

Relevant departments may include but are not limited to:

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

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Chris De Stigter

Head of FTP Center

ABN Amro

Chris de Stigter is heading the FTP team within the Asset & Liability Management (ALM) department of ABN AMRO. After completing his Master degree in Business Administration at the Vrije Universiteit in Amsterdam, he joined the bank as an International Management Trainee in 2005. After successfully completing his traineeship, he joined the Asset & Liability Management department. Chris has gained thorough experience in all the fields of expertise within ALM; liquidity management, capital management and interest rate risk management. In 2013 he became the head of the FTP team and that makes him responsible for all internal charges and benefits with regard to liquidity, capital and interest rate management. He also represents the ALM department in the product and pricing committees in the commercial business lines. Chris is a very enthusiastic speaker, panelist and moderator on several national and international training events and conferences, always receiving the highest ratings by his audience. 

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Carsten Bröker

Group Controlling, Funds Transfer Pricing & Balance Sheet Management

Commerzbank AG, Frankfurt

Carsten Bröker is heading the department for Liquidity Cost Allocation & Planning within the Funds Transfer Pricing & Balance Sheet Management area of Commerzbank. After completing his Diploma in Business Administration at the University of Münster (Germany), he joined PwC as a Corporate Finance Consultant. He gained there a high degree of experience in bank valuation and bank steering. In 2004 he joined Commerzbank, Frankfurt, as a specialist within the Group Development area, where he was responsible for steering, capital management and Treasury issues.

After some stations as a department head for segmental balance sheet and capital steering and as a project manager in a transformation project, he leads the department for Liquidity Cost Allocation & Planning since 2014. His department is responsible for the group-wide Liquidity Transfer Pricing methodology and allocation procedures as well as for the controlling of group funding costs, forecasting and multi-year-planning.

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Dr. Heiko Siede

Controller Funds Transfer Pricing & Balance Sheet Management

Commerzbank AG, Frankfurt

Dr. Heiko Siede is a specialist on FTP and Balance sheet management. After finishing his Diploma in Mathematics, he got a PhD in Economics at the University of St. Gallen, Switzerland. After stations in the life insurance and banking industry, he joint Commerzbank Group in 2007. Until 2015 his focus was on strategic ALM, liquidity risk management and FTP within the Treasury department. Thereafter, he entered the Finance department and further specialized on liquidity FTP methods including support, development, reviews and documentation.

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Yousef Ghazi-Tabatabai

Senior manager

PwC

Yousef is a PwC specialist leading on FTP, IRRBB and ALM within the Banking industry. He has worked with a variety of banks across Europe, including major globally significant institutions as well as smaller regional firms, supporting all three lines of defence. Yousef has an industry background in ALM and behavioural modelling from his work as a quant in Barclays, and in structuring balance sheet hedges for financial institutions at Morgan Stanley. Yousef has also spent a number of years in theoretical physics research

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Stirling Alayrac-Fielding,

Safranier Consulting

Managing Director

Stirling is a banking consultant with 20 years treasury experience, his last role being Managing Director, Global Head of Liquidity Management at Deutsche Bank. Stirling ran the global FTP team at Deutsche Bank prior to this and held various roles including managing the liquidity portfolio, running the investment bank ALM team and building the prime brokerage funding and FTP models during his 10 years at DB. Before DB Stirling was part of the Lehman Brothers European Treasury executive team heading cash and network management, he also held roles in creditor relationship management, liquidity management, money markets and FX. Prior to joining the banking industry Stirling was an officer in the Australian Army.

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Sam Steer

Director, Head of Treasury Planning and Performance, Treasury

Deutsche Bank

Sam is head of Treasury Planning and Performance at Deutsche Bank, looking at the bank’s strategic planning from a liquidity, funding and FTP perspective, and also analysis into Treasury's financial performance.

Prior to joining Deutsche Bank in 2014, Sam was at Barclays, and held various roles in FTP, Liquidity Management and Technology.

Sam holds an MA in Computer Science from the University of Cambridge, and a Graduate Diploma in Economics from Birkbeck College, University of London.

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Beata Lubinska

Senior Market Risk Manager

MeDirect Group

Beata is a financial engineer with 15 years of practical experience gained in international financial institutions such as GE Capital, Deloitte and Standard Chartered Bank based both in Milan and London.

Currently she is a Head of Market Risk Department in MeDirect Group in London with the main focus on IRRBB, Market Risk and Balance Sheet Management. Beata is also pursuing the academic research.

The results of her research are published in Financial Sciences, Springer Proceedings in Business and Economics and Research Papers of Wroclaw University of Economics. Her recent publications include:

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Rina Mirchandani

Director, Head of Funds Transfer Pricing 

Deutsche Bank

Rina is responsible for FTP methodology development, pricing and business engagement, covering trading and banking book businesses globally. 

Prior to DB, Rina worked at Credit Suisse, where she began her career in New York in the Investment Banking Department raising financing for Private Equity portfolio companies. 

Rina has an undergraduate degree in Accounting from Georgetown University and an MBA from NYU Stern. 

Vikram Yadav

Independent Consultant

Amba Hotel

Strand,
Charing Cross,
London, 
WC2N 5HX

Venue information

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