Trainings By Informa Markets
Informa


FTLP - Modern Funds & Liquidity Transfer Pricing - Design & Implementation Workshop

15 Nov - 18 Nov 2021


Workshop Overview

The course is designed to provide banking practitioners with practical knowledge on what is, and how to implement, current Basel 3 consistent Funds and Liquidity Transfer Pricing (‘FLTP’). For some course participants this should involve planning a transition from legacy FTP ‘pooling’ methods to a modern ‘reference curve’ FTLP framework. For other participants, whose banks have already implemented a co-terminus FLTP framework, the course aims to provide the advantage of more in depth, detailed examples (case studies and some spreadsheet tools / examples) demonstrating some of the challenging FLTP implementation areas such as reference curves construction, IRRBB and liquidity transfer pricing under Base 3 constraints / requirements, and behavioral modeling in the reference curve rate assignments to non-maturing deposits (NMDs) and other uncertain cash flow banking book products. The trainer is experienced in ALM / FLTP process design and implementation and consulting and the case studies will be based on both his previous experience as practitioner at a large global bank and his consulting experience on FLTP projects for regional and local banks, both conventional and Islamic, largely in developing markets.

Benefits of Attending


Gain an understanding on the key roles of FLTP in product pricing, risk / return analysis, profit centre performance measurement and capital management
Gain a practical understanding of how to create FTLP reference curves for interest rate and liquidity pricing and cost allocation in both liquid and illiquid currencies for both certain and uncertain portfolio and behavioral banking book products
Had an introduction to customizing FTLP framework design and implementation consistent with best market practice and increasing regulatory expectations under Basel 3
Learn how to transition from pooling FTP methods to modern coterminous (reference curve methods) and / or how to further develop your bank’s FTLP framework with behavioral modelling consistent with Basel 3 IRRBB and liquidity risk management requirements

Who Should Attend?


  • Bank ALCO members, treasury, risk managers, finance and strategic planning, and IT professionals involved in ALM processes and internal and external reporting activities (including ICAAP);
  • Bank balance sheet commercial asset & liability stakeholders impacted by product pricing & cost allocations;
  • External bank service providers. Including system vendors and consultants




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