Marcus Evans

7th Annual Funds Transfer Pricing and Balance Sheet Management 2017

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Implement a forward looking FTP steering tool equipped to react to regulatory and market changes

Event Type:
Workshops/Training Courses
Date:
Sep. 13-15, 2017
Venue:
Hilton Canary Wharf
Location:
London , UK

Since the financial crisis, the task of pricing business lines and products in accordance to the performance has become an increasingly challenging task as those in charge of FTP have had to factor in the cost of regulatory and market changes. In an unpredictable market saturated with regulations, banks must consider to what extent they are incorporating charges into their FTP frameworks. Banks can incorporate costs to a granular level; however this would mean that what was once a slick FTP tool driving growth will just turn into a framework that is safeguarding the business. It is those banks that have grappled with the art of using FTP as a pricing tool to achieve the right mix of business that will have a competitive advantage.

This marcus evans conference will address how banks can create an FTP framework that is both forward-looking allowing it to be used as a commercial tool and drive business, but is also reactive to developing market and regulatory factors. With many regulations, such as the NSFR developing and major market events occurring, banks will want to ensure that their FTP is dynamic enough to adapt to any changes.

  • Assess the granularity to which the liquidity buffers should be applied to the FTP framework
  • Incorporate the cost of the NSFR into the trading book and accurately price derivates
  • Understand the insights behavioural models provide for charging accurate retail funding costs to FTP
  • Embed the cost of capital under the new standardised approaches for credit, market and counterparty risk into FTP
  • Implement successful balance sheet management strategies that feed into good governance of FTP

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