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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Funds Transfer Pricing: Risk Taking, Pricing & Transfer and the Implications for IRR, Liquidity Risk & Profitability Management

FTP is an essential business management process for effective and meaningful risk and profitability management at all depository institutions

26-27 Apr 2019
Houston, TX, United States of America


Why You Should Attend

Funds Transfer Pricing: Risk Taking, Pricing & Transfer and the Implications for IRR, Liquidity Risk & Profitability Management

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set

How will you benefit?

Banks are in the business of maturity transformation and are therefore intrinsically exposed to interest rate risk (IRR) and liquidity risk (LR). This makes FTP an essential business management process for effective and meaningful risk and profitability management: Effective risk management requires that risks be identified, priced and transferred to where they can best be managed; any meaningful analysis of bank, business unit or product profitability must follow logically from this process. To quantify profits without explicitly and accurately acknowledging the contribution of IRR and LR is to manage by fiction.

This workshop will demonstrate the role FTP plays in the measurement and management of Interest Rate Risk (IRR), Liquidity Risk (LR) and profitability management at depository institutions. In addition to describing quantitative methods for risk pricing, the workshop also addresses frequently overlooked governance considerations relating to ALCO’s responsibility for the mismatch center. FTP will not function properly without explicit ownership or risk-related earnings.  The workshop also explains why regulators world-wide are increasingly interested in how a bank uses FTP to acknowledge and price risk embedded within balance sheet products.

Exercises and real-life examples are used as pedagogical aids.

About your expert trainer:

David Green, PhD, CFA is the founder of david green advisors, a boutique consultancy specializing in risk and profitability management for depository institutions around the globe. Dr. Green draws on lessons learned in a 20+ year career spanning banking, bank regulation, consulting and software development to bear on a broad range of risk and profitability management challenges.  Prior to consulting, he served as the Treasurer at BankUnited, the largest bank headquartered in Florida, where he was responsible for the investment portfolio, funding and derivatives, secondary marketing, FTP and ALM. Prior to BankUnited, he was the A/L Manager at SunTrust Bank where he built and managed all of the static and stochastic interest rate risk models for the bank and worked to align a number of business functions including budgeting/forecasting, funds transfer pricing and strategic balance sheet management, all while market interest rates were increasingly significantly from 2004-6.

www.davidgreenadvisors.com

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

This course is intended to benefit all members of a depository institution’s ALM committee, ALM analysts, FTP managers, Liquidity managers, Budgeting/Forecasting managers, Marketing directors and Product Profitability managers.


Key Topics

  • Understand the fundamental purpose of FTP and how this should guide all decisions related to methodology and process design
  • Appreciate the need to have a common framework for risk and profitability management throughout the organization
  • Recognize how business units benefit from the use of well-functioning FTP processes
  • Learn how all measures of product and business unit profitability must be immunized from the impact of IRR and LR
  • Analyse why regulators are increasingly interested how banks use FTP

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.







    Voice of Our Customers
    • “Very good, lots of content and applicable and interesting real-life stories/examples Morgan Stanley
    • “Well presented. Allowed for good group discussion” ATB Financial
    • “Useful, provoking thoughts on the linkage between FTP, P&L, Budgeting and IRR & Liq Risk” Discover Financial
    • “Very good information” Desjardins
    Join the Discussion





    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Safak Egemen Pippen


    101 Finsbury Pavement
    London
    EC2A 1ER

    Telephone:
    +61 (2) 9223 2137
    Fax: +61 (2)8088 6090
    Email: Safake@marcusevanskl.com