Funds Transfer Pricing
New York, 12-13 June 2017

Risk is now pleased to be hosting the Funds Transfer Pricing training course which will provide an ideal platform for discussion and learning.

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

The second day will look at products with non-maturity cash flows, liquidity premiums such as volatility and curve choice, and what the LCR implications are on FTP.

Event Highlights:

  • The purpose of Funds Transfer Pricing 
  • Funding Curves
  • Calculating Funds Transfer Pricing rates and spreads
  • Products with Non-maturity Cash Flows
  • Liquidity Premiums
  • LCR Implications on Funds Transfer Pricing

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.

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Learning Outcomes

  • Understand the purpose of a sounds Funds Transfer Pricing framework
  • Recognise how to develop funding curves through hedging and pricing interest rate risk and liquidity risk
  • Calculate FTP rates and spreads
  • Assess products with non-maturity cash flows such as credit cards and home equity
  • Examine additional considerations such as governance challenges
  • Liquidity Premiums
  • Evaluate what the different LCR implications are for FTP and HQLA requirements

Course Tutor:

David J. Green, PhD, CFA: Managing Director,
The Exequor Group

David is a Managing Director in the Financial Services Practice of The Exequor Group. David's 20+ year banking career includes roles at several banks, a bank regulator, a software firm and several consulting firms. This diverse experience allows for a comprehensive perspective on a broad range of risk and balance sheet management problems.

During the financial crisis, David was the Treasurer of BankUnited, the largest bank headquartered in Florida. He was responsible for the investment portfolio, funding and derivatives, secondary marketing, FTP and asset/liability management. At the time of the last increase in market interest rates, David was the A/L Manager at SunTrust Bank; there he built and managed the interest rate risk models for the bank and worked to align a number of business functions including budgeting/forecasting, FTP and strategic balance sheet management.

David was a Bank Examiner at the Federal Reserve Bank of Atlanta, where he also spent two years in research while completing his PhD. He is also a former Chairman of the Georgia Bankers Association's Asset/Liability Management Committee and he was Chairman of SunGard/Bancware's US Client Advisory Council for many years.

Dr. Green holds a PhD in Economics from Georgia State University, a BS in Applied Mathematics from Georgia Tech and is a CFA charter holder. He is a frequent speaker at banking and risk management conferences in the US, Canada, Central and South America and Europe.

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