Funds Transfer Pricing - London 2016

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 integrating FTP into your overall liquidity policy framework, applying the funding cost to the business, how to manage and optimise your balance sheet and finally, the different funding policies that are impacted by, and impact FTP.