12th Annual Funds Transfer Pricing and Balance Sheet Management

12th Annual Funds Transfer Pricing and Balance Sheet Management is a conference dedicated to funds Transfer Pricing and Balance Sheet Management.

Topics

• 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

Who should Attend

Attendees from:

• ALM/Balance Sheet Management
• Funds Transfer Pricing
• Business performance monitoring and measuring
• Liquidity