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Funds Transfer Pricing (FTP)

Euromoney Learning
Course summary
Professional Training
3 days
3,565 GBP excl. VAT
London, Online courses
Course Dates
Online courses
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Course description

Funds Transfer Pricing (FTP)

Funds Transfer Pricing (FTP) is critical to banks internal management of liquidity and market risk. Whilst regulators do not specify what FTP mechanism a bank should operate they do require it to be effective in ensuring that asset pricing includes an accurate reflection of funding costs. For a FTP mechanism to be successful, it requires the effective partnering of treasury, wider finance and the front line business.

This intensive Funds Transfer Pricing (FTP) workshop draws on practical case studies to better equip you with an understanding of how FTP mechanisms have and are evolving, what is currently considered by the banking industry to be best practice in terms of their design and operation, and strategies for overcoming challenges to them.

Outcome / Qualification etc.

Learning Outcomes:

  • Articulate the role of FTP within a bank and the regulatory requirements for it
  • Describe the evolution of FTP methodologies from Zero Term Premium to Matched Term Premium pricing
  • Determine suitable proxies for derivation of a FTP curve including those in under-developed wholesale markets
  • Identify suitable basis adjustments to internally manage interest rate risk introduced by the funding model
  • Combine FTP curves with behavioural models to better value non maturing assets/liabilities
  • Adjust to FTP models to reflect regulatory impact such as LCR and Leverage ratio
  • Evolve existing FTP models to include Capital as well as Liquidity Funding costs and regulatory impact
  • Advise on enhanced portfolio analytics and opine on how alignment of business incentives are critical to the FTP mechanism’s success

Training Course Content

Day 1

  • Session 1: Defining FTP and its benefits
  • Session 2: FTP Methodologies and deriving the FTP curve
  • Session 3: Operating FTP

Day 2

  • Session 1: Focus on Behaviouralisation
  • Session 2: Pricing with FTP
  • Session 3: Interaction of Basel Liquidity Regime and Funds Transfer Pricing

Day 3

  • Session 1: Making FTP effective
  • Session 2: Evolving to C-FTP – including cost of capital in FTP mechanism
  • Session 3: Future evolution of FTP Models

Why choose Euromoney Learning

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25,000 professionals trained across public courses

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About provider

Euromoney Learning

We develop bespoke learning experiences with the perfect blend of technologies and techniques to help you succeed. An organisation’s ability to continuously learn and evolve rapidly is the ultimate competitive advantage. To achieve your strategic goals, it is essential to...

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Contact info

Euromoney Learning

8 Bouverie Street,
EC4Y 8AX, London

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