Funds & Liquidity Transfer Pricing, London

Topics

• Various types of FTP and methods for calculation
• The objectives of FTP
• How liquidity transfer pricing can be managed and fits into the overall risk strategy
• Best practice for curve construction and modelling FTP
• Business implications of FTP
• Capital transfer pricing and how to make working adjustments

Who should Attend

Attendees with responsibilities in:

• Regulation
• Risk
• Treasury
• Interest Rate Risk
• Funding
• ALM
• Liquidity
• Pricing