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.