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Course Calendar Course Calendar

Funds Transfer Pricing Practices in International Financial Institutions

Day One

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

Day Two

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

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