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Friday, September 5, 2014

Funds Transfer Pricing Foundations

In this quick blog posting I am sharing the Funds Transfer Pricing presentation I delivered at the 7th Annual Risk and Liquidity Conference in Singapore.

Funds Transfer Pricing
Funds Transfer Pricing is an important component in the risk framework and treasury unit of a bank. Those banks that have designed relatively granular FTP frameworks will find it much easier to launch into various risk initiatives such as Stress Testing, Product Pricing and Asset Liability Management.

In this presentation we take a look at the foundations of FTP, why FTP is important, how it works and the regulatory hurdles banks will have to face over the next five years that cross over the Fund Transfer Pricing effort.

Funds Transfer Pricing Presentation [LINK]

The presentation finishes off with a description of a Contract Based Value Analysis approach to granular Funds Transfer Pricing and in a future blog posting I will extend this framework foundation into a complete working model for FTP.

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