We are back in the London classroom and on LFS Live globally. You choose!
- Enjoy the personal connection of small-group learning in our London classrooms again
- If you don't want to travel, LFS Live brings the interactive classroom to you
- Either way, the teaching is still world-class
Please contact us for more information at info@londonfs.com.
Contact Dina Marto at dina.marto@londonfs.com to get this saving.
Funds Transfer Pricing Practices in International Financial Institutions
This practical workshop addresses the key issues involved in Funds Transfer Pricing (FTP) systems in large commercial banks, drawing on best-practice models seen in the market.
The programme encompasses several case studies providing a solid understanding of the complexities of banking products encountered in most modern banks' on- and off-balance sheets.
By the end of the programme, participants will have learned how to best tailor market-based pricing mechanisms to suit their institutions' optimal strategic objectives.
Recommend to a Colleague- Date:
- Please contact us
- Venue:
- Frankfurt
- Fee:
- Bank treasurers and Treasury professionals
- Management accountants
- Internal controllers
- Internal auditors
- Risk controllers
- Industry consultants
- Design and implement an effective FTP system suitable for your own institution´s business remit and strategy
- Learn best practice on how banks apply FTP to gain a competitive edge in various customer segments
- Calculate economic profitability for products, regions and customer clusters based on economic FTP
- Build incentive schemes and identify subsidies for product classes
No prior knowledge is required for this course.
23-Nov-2016 - Ex-Morgan Stanley MD says that investment banks are now realising the power of quants - eFinancialCareers
02-Oct-2017 - The RegTech revolution - fstech.co.uk
The Basics
-
Objectives of FTP
- Product / Customer / BU Profitability Analysis
- Compensation Reference Anchor
- Tool for Strategic Development Planning
- Budgeting
Types of FTP
- Net Funding
- Pooled Method
- Opportunity Cost of Funds – Single Asset / Liability Method
- Maturity Matched Funding
FTP in large International Banks
- Spot based
- Spot + Spread
- Time Weighted Moving Average
- Other
Applications and Conflicts
- Segment / Branch Profitability
- Compensation
- Budgeting
Practical Applications
- Liquidity adjusted FTP
- Spread Volatility reflected in FTP / Opportunity Cost of Funds
- FX Transfer Rates – Best practices
Case Study: Treasury funds LT stable assets via ST Interbank Borrowing at lower spreads / spread volatility and higher liquidity – Discussion of appropriate TP
Special Features and modern Governance Issues
- Dealing with non-maturing products – Margin stabilization principles
- FTP for structured products
- Credit Treasury Constructs – FTP for default / migration risk
Group Discussion
Course Details
- Date:
- Please contact us
- Venue:
- Frankfurt
- Duration:
- Please contact us
- Fee: £0 ($0)
Call now for more information on this course or to book:
EMEA +44 (0) 20 7378 1050
London Financial Studies is registered with GARP as an Approved Provider of Continuing Professional Development (CPD) credits.