10th Annual Funds Transfer Pricing and Balance Sheet Management is a conference dedicated to funds Transfer Pricing and Balance Sheet Management.
10th Annual Funds Transfer Pricing and Balance Sheet Management covers topics such as:
- How COVID-19, NSFR and ‘Basel IV’ impacts the cost of funding and how to charge this to the business
- Employ FTP to reduce liabilities and funding costs through enhanced analysis of the balance sheet under stress
- Applying advanced behavioural analytics to understand deposit and prepayment risk and enable optionality pricing
- Funding costs in the markets business with particular focus on margin for CCPs and bilateral trades
- How migration to a risk free rate affects the external curve and in turn FTP and P&L volatility
10th Annual Funds Transfer Pricing and Balance Sheet Management brings together attendees from:
- ALM/Balance Sheet Management
- Funds Transfer Pricing
- Business performance monitoring and measuring
- Liquidity