Funds Transfer Pricing: An Advanced Approach

The first day of the course will be delivered by Marcel Hutter, a specialist in the design, specification, development and implementation of liquidity risk measurement systems. His sessions will explain the principles of FTP, how to assign or map FTP rates and spreads and will conduct a discussion from a liquidity, ALM and accounting perspective.

The second day will focus in the different areas on which funds transfer pricing has an impact on. The course will cover topics such as the real cost of LCR and NSFR; the relationship between FTP and the liquidity buffer; building an internal funding framework; efficient resource allocation and balance sheet structure; and the different funding policies affecting FTP.

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