Funds, Liquidity and Capital Transfer Pricing London

The first day will cover the funds transfer pricing objectives, the different methods used and how to implement a robust framework for funds transfer pricing. The second day will cover a range of key topics including capital and liquidity transfer pricing, behavioural adjustments and an increasingly interesting topic of how funds transfer pricing affects the business frontline and the role the treasury has in this.

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Funds, Liquidity and Capital Transfer Pricing
London, 23-24 May 2018

View the Agenda

Risk Training is delighted to announce the 2018 Funds, Liquidity and Capital Transfer Pricing training event following exceptional delegate feedback last year.

The first day will cover the funds transfer pricing objectives, the different methods used and how to implement a robust framework for funds transfer pricing. The first day will also cover how to construct a liquidity curve and how this effects the different business units.

The second day will cover a range of key topics including capital and liquidity transfer pricing, behavioural adjustments and an increasingly interesting topic of how funds transfer pricing affects the business frontline and the role the treasury has in this.

Event Speakers:

  • Chris De Stigter, Independent Consultant
  • Yannick Fessler, Senior Director – Product Manager for Balance Sheet Management , Moody’s Analytics
  • Lena Young, Head of Audit Liquidity & Funding, Credit Suisse
  • Jeffrey Dykstra, Managing Director, KPMG & Arvind Sarin, Partner, KPMG
  • James Belmont, Director, Baringa Partners
  • James Mackenzie, Senior Manager, KPMG Banking Risk
Event Highlights:
  • Objectives of funds transfer pricing 
  • Exploring different types of FTP
  • Implementing a funds transfer pricing infrastructure
  • Calculate funds transfer pricing rates and spreads
  • LCR implications on funds transfer pricing
  • Impact of FTP on the rest of the business
Learning Outcomes:
  • Learn how to identify different types of FTP 
  • Calculate FTP rates and spreads
  • Constructing liquidity curves 
  • Exploring capital transfer pricing
  • Identifying the relationship between FTP and liquidity risk 
  • Examine what the impact of FTP is on the frontline of the business
Who Should Attend:

The course is aimed at those working in Liquidity, Treasury and Asset/Liability management within banks and other financial institutions wanting to develop a greater understanding of Funds Transfer Pricing.

However, the event is public and Risk Training welcomes any individual with an interest in the course material.

Radisson Blu Edwardian Bloomsbury Street Hotel

9-13 Bloomsbury Street
Nr Covent Garden
London  
WC1B 3QD

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